+1,156.2%
ABBV vs MPC
+1,689.3%
-533.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | +0.4% | +5.4% | -5.1% | -0.6% |
| 30D | +4.2% | +31.0% | -26.8% | -0.9% |
| 3M | +14.8% | +46.0% | -31.2% | +6.9% |
| 6M | +10.3% | +77.3% | -67.1% | -1.3% |
| YTD | +14.9% | +141.9% | -127.0% | -3.3% |
| 1Y | +24.1% | +120.9% | -96.8% | +6.0% |
| 3Y | +91.9% | +182.7% | -90.7% | +53.2% |
| 5Y | +176.0% | +646.4% | -470.4% | +76.6% |
| 10Y | +502.9% | +1,138.7% | -635.8% | +218.8% |
| All | +1,156.2% | +1,689.3% | -533.1% | +543.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 all: compounded portfolio wealth divided by compounded MPC 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…
all analysis · Full analysis span regression · 6 months rolling