+89.8%
ABBV vs MXL
+200.2%
-110.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.0% | +4.7% | +1.6% |
| 7D | -2.0% | +16.6% | -18.6% | -1.8% |
| 30D | +2.0% | +0.5% | +1.5% | +2.0% |
| 3M | +14.2% | -3.6% | +17.8% | +14.1% |
| 6M | +14.1% | +328.0% | -314.0% | +15.5% |
| YTD | +14.2% | +297.8% | -283.6% | +15.6% |
| 1Y | +24.2% | +339.4% | -315.2% | +25.8% |
| All | +89.8% | +200.2% | -110.4% | +97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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