+1,354.0%
ABBV vs MTB
+220.9%
+1,133.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | +1.3% | +1.5% | -0.3% | +0.9% |
| 30D | +4.7% | +2.3% | +2.4% | +4.2% |
| 3M | +18.3% | -12.1% | +30.5% | +21.6% |
| 6M | +43.4% | +9.8% | +33.6% | +40.4% |
| YTD | +33.0% | +12.0% | +21.0% | +29.2% |
| 1Y | +30.8% | +22.0% | +8.8% | +24.7% |
| 3Y | +135.1% | +107.6% | +27.5% | +96.1% |
| 5Y | +201.2% | +61.9% | +139.4% | +159.0% |
| 10Y | +602.7% | +116.3% | +486.4% | +419.5% |
| All | +1,354.0% | +220.9% | +1,133.1% | +825.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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