+44.0%
ABBV vs MP
-49.0%
+93.0%
-7.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.9% | -3.9% | +1.5% |
| 7D | -1.2% | -10.5% | +9.3% | -2.3% |
| 30D | +8.0% | -23.5% | +31.5% | +5.3% |
| 3M | +20.2% | -25.4% | +45.6% | +17.7% |
| 6M | +44.0% | -51.3% | +95.2% | +37.5% |
| All | +44.0% | -49.0% | +93.0% | +37.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling