+504.9%
ABBV vs MRSH
+218.8%
+286.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +0.3% | -4.8% | +5.0% | +2.4% |
| 30D | +3.4% | -6.3% | +9.7% | +6.3% |
| 3M | +15.2% | +5.8% | +9.4% | +12.1% |
| 6M | +14.7% | +2.8% | +11.9% | +12.6% |
| YTD | +15.2% | -3.1% | +18.3% | +15.4% |
| 1Y | +20.4% | -11.3% | +31.6% | +25.3% |
| 3Y | +91.3% | -5.0% | +96.3% | +91.6% |
| 5Y | +189.6% | +19.2% | +170.4% | +153.5% |
| All | +504.9% | +218.8% | +286.0% | +203.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 10y: compounded portfolio wealth divided by compounded MRSH 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…
10y analysis · Full analysis span regression · 6 months rolling