+180.0%
MCD vs ABBV
+486.4%
-306.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.8% |
| 7D | -2.0% | -4.3% | +2.3% | -1.0% |
| 30D | -6.1% | +1.1% | -7.3% | -6.4% |
| 3M | -7.3% | +12.3% | -19.6% | -10.0% |
| 6M | -20.9% | +9.8% | -30.7% | -23.0% |
| YTD | -14.7% | +11.5% | -26.1% | -17.3% |
| 1Y | -16.1% | +22.3% | -38.4% | -20.7% |
| 3Y | -1.5% | +85.2% | -86.7% | -17.5% |
| 5Y | +20.4% | +170.8% | -150.4% | -9.6% |
| 10Y | +180.0% | +485.4% | -305.4% | +83.3% |
| All | +180.0% | +486.4% | -306.3% | +83.3% |
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