+1,156.2%
ABBV vs MTB
+248.1%
+908.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +0.4% | +1.7% | -1.3% | 0.0% |
| 30D | +4.2% | -4.2% | +8.4% | +5.1% |
| 3M | +14.8% | +8.9% | +6.0% | +12.7% |
| 6M | +10.3% | +10.9% | -0.6% | +7.7% |
| YTD | +14.9% | +21.5% | -6.6% | +9.8% |
| 1Y | +24.1% | +21.9% | +2.2% | +18.4% |
| 3Y | +91.9% | +109.2% | -17.3% | +59.7% |
| 5Y | +176.0% | +102.0% | +74.1% | +124.5% |
| 10Y | +502.9% | +171.9% | +331.0% | +313.8% |
| All | +1,156.2% | +248.1% | +908.1% | +686.2% |
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