+199.8%
ABBV vs MP
-5.6%
+205.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.9% | -3.9% | +1.0% |
| 7D | -1.2% | -10.5% | +9.3% | -1.1% |
| 30D | +8.0% | -23.5% | +31.5% | +8.4% |
| 3M | +20.2% | -25.4% | +45.6% | +20.6% |
| 6M | +44.0% | -51.3% | +95.2% | +45.6% |
| YTD | +31.3% | -29.9% | +61.2% | +31.3% |
| 1Y | +37.0% | -31.8% | +68.8% | +36.9% |
| 3Y | +128.0% | +127.0% | +1.0% | +115.5% |
| All | +199.8% | -5.6% | +205.4% | +191.1% |
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