+1,129.0%
ABBV vs MTCH
+233.2%
+895.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.8% |
| 7D | -4.1% | -2.4% | -1.8% | -3.9% |
| 30D | +1.2% | +12.8% | -11.6% | +0.2% |
| 3M | +12.1% | +20.0% | -7.9% | +10.3% |
| 6M | +12.0% | +34.7% | -22.7% | +9.1% |
| YTD | +12.4% | +30.6% | -18.2% | +9.6% |
| 1Y | +22.9% | +10.9% | +12.0% | +21.4% |
| 3Y | +86.8% | -2.0% | +88.8% | +84.1% |
| 5Y | +181.0% | -72.6% | +253.7% | +207.2% |
| 10Y | +497.0% | +197.9% | +299.1% | +347.2% |
| All | +1,129.0% | +233.2% | +895.8% | +796.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling