+205.9%
MCD vs ABBV
+597.7%
-391.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.7% |
| 7D | -1.9% | +0.1% | -2.0% | -2.0% |
| 30D | +16.6% | +5.6% | +11.0% | +15.1% |
| 3M | +0.9% | +18.7% | -17.7% | -3.3% |
| 6M | +1.5% | +47.4% | -45.9% | -8.1% |
| YTD | -8.3% | +33.0% | -41.3% | -15.0% |
| 1Y | -8.1% | +34.9% | -43.1% | -15.2% |
| 3Y | +10.3% | +135.2% | -124.9% | -13.2% |
| 5Y | +23.4% | +202.1% | -178.6% | -10.2% |
| 10Y | +205.9% | +602.6% | -396.6% | +90.6% |
| All | +205.9% | +597.7% | -391.8% | +90.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling