+504.9%
ABBV vs MTCH
+208.0%
+296.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.5% | +0.7% |
| 7D | +0.3% | +1.3% | -1.0% | +0.2% |
| 30D | +3.4% | +15.9% | -12.5% | +2.3% |
| 3M | +15.2% | +23.3% | -8.1% | +13.5% |
| 6M | +14.7% | +40.1% | -25.5% | +11.8% |
| YTD | +15.2% | +33.6% | -18.4% | +12.6% |
| 1Y | +20.4% | +14.1% | +6.3% | +18.9% |
| 3Y | +91.3% | +1.4% | +89.9% | +88.5% |
| 5Y | +189.6% | -73.1% | +262.7% | +214.3% |
| All | +504.9% | +208.0% | +296.9% | +358.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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