-8.1%
MCD vs ABBV
+38.7%
-46.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +15.3% |
| 3M | +0.9% | +18.7% | -17.7% | -2.5% |
| 6M | +1.5% | +47.4% | -45.9% | -6.0% |
| YTD | -8.3% | +33.0% | -41.3% | -13.6% |
| 1Y | -8.1% | +34.9% | -43.1% | -13.8% |
| All | -8.1% | +38.7% | -46.9% | -13.8% |
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