+1,149.0%
ABBV vs MRSH
+551.9%
+597.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.4% | +1.5% |
| 7D | -2.0% | -5.9% | +3.9% | +1.0% |
| 30D | +2.0% | -7.3% | +9.3% | +5.7% |
| 3M | +14.2% | +6.7% | +7.5% | +10.3% |
| 6M | +14.1% | +3.0% | +11.1% | +11.6% |
| YTD | +14.2% | -2.9% | +17.2% | +14.2% |
| 1Y | +24.2% | -9.0% | +33.2% | +27.9% |
| 3Y | +89.8% | -4.3% | +94.1% | +88.9% |
| 5Y | +187.2% | +19.4% | +167.7% | +146.9% |
| 10Y | +506.7% | +218.1% | +288.6% | +165.0% |
| All | +1,149.0% | +551.9% | +597.2% | +258.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling