+89.8%
ABBV vs MTCH
-2.2%
+92.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.6% |
| 7D | -2.0% | -1.4% | -0.6% | -1.9% |
| 30D | +2.0% | +13.6% | -11.7% | +1.3% |
| 3M | +14.2% | +22.4% | -8.2% | +12.9% |
| 6M | +14.1% | +37.2% | -23.1% | +11.9% |
| YTD | +14.2% | +31.8% | -17.6% | +12.3% |
| 1Y | +24.2% | +12.9% | +11.3% | +23.5% |
| All | +89.8% | -2.2% | +92.0% | +89.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling