-17.3%
MCD vs ABBV
+24.6%
-41.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.3% |
| 7D | -2.8% | +0.4% | -3.2% | -2.9% |
| 30D | -6.0% | +4.2% | -10.2% | -6.8% |
| 3M | -5.6% | +14.8% | -20.4% | -7.7% |
| 6M | -21.9% | +10.3% | -32.1% | -23.2% |
| YTD | -14.7% | +14.9% | -29.6% | -17.1% |
| 1Y | -17.3% | +24.1% | -41.4% | -20.1% |
| All | -17.3% | +24.6% | -41.8% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ABBV.
Daily Out/Under-Performance
Portfolio return minus ABBV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABBV 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 1y: compounded portfolio wealth divided by compounded ABBV 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…
1y analysis · Full analysis span regression · 6 months rolling