-3.9%
MCD vs ABBV
+43.0%
-46.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.1% | +3.4% | +5.8% |
| 7D | +11.9% | +3.1% | +8.8% | +11.1% |
| 30D | +20.2% | +11.6% | +8.6% | +17.5% |
| 3M | +5.2% | +21.7% | -16.5% | +0.9% |
| 6M | 0.0% | +43.5% | -43.5% | -7.1% |
| YTD | -6.5% | +32.9% | -39.4% | -12.0% |
| 1Y | -3.9% | +40.7% | -44.6% | -11.7% |
| All | -3.9% | +43.0% | -46.9% | -11.7% |
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