+135.1%
ABBV vs MP
+147.3%
-12.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.4% | +0.4% |
| 7D | +0.1% | +2.3% | -2.2% | 0.0% |
| 30D | +5.6% | -15.3% | +20.9% | +5.6% |
| 3M | +18.7% | -33.5% | +52.2% | +18.9% |
| 6M | +47.4% | -45.5% | +92.9% | +48.1% |
| YTD | +33.0% | -27.3% | +60.3% | +32.7% |
| 1Y | +34.9% | -40.7% | +75.6% | +35.1% |
| All | +135.1% | +147.3% | -12.3% | +128.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling