+135.1%
ABBV vs MUB
+9.9%
+125.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | +1.3% | -1.3% | +2.5% | +2.1% |
| 30D | +4.7% | +2.2% | +2.5% | +3.2% |
| 3M | +18.3% | -1.6% | +20.0% | +20.4% |
| 6M | +43.4% | -1.3% | +44.7% | +45.4% |
| YTD | +33.0% | -0.7% | +33.6% | +34.0% |
| 1Y | +30.8% | -0.2% | +31.0% | +31.2% |
| 3Y | +135.1% | +9.6% | +125.5% | +136.6% |
| All | +135.1% | +9.9% | +125.2% | +136.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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