+182.6%
ABBV vs MP
+58.1%
+124.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -1.5% |
| 7D | +0.4% | -2.9% | +3.2% | +0.4% |
| 30D | +4.2% | +13.8% | -9.7% | +4.0% |
| 3M | +14.8% | -16.7% | +31.5% | +15.2% |
| 6M | +10.3% | -11.5% | +21.8% | +10.3% |
| YTD | +14.9% | +7.9% | +7.0% | +14.3% |
| 1Y | +24.1% | -15.0% | +39.2% | +23.8% |
| 3Y | +91.9% | +153.5% | -61.6% | +83.2% |
| All | +182.6% | +58.1% | +124.5% | +174.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling