+1,118.6%
ABBV vs MXL
+1,186.3%
-67.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +6.0% | -9.0% | -3.3% |
| 7D | -4.3% | +15.5% | -19.8% | -5.0% |
| 30D | +1.1% | -11.3% | +12.4% | +1.4% |
| 3M | +12.3% | -16.1% | +28.4% | +11.7% |
| 6M | +9.8% | +323.0% | -313.2% | -3.2% |
| YTD | +11.5% | +281.5% | -270.1% | -1.3% |
| 1Y | +22.3% | +319.3% | -297.0% | +7.1% |
| 3Y | +85.2% | +189.4% | -104.2% | +59.2% |
| 5Y | +170.8% | +26.0% | +144.8% | +143.3% |
| 10Y | +485.4% | +243.5% | +241.9% | +329.3% |
| All | +1,118.6% | +1,186.3% | -67.7% | +668.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling