-16.1%
MCD vs ABBV
+21.6%
-37.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.6% |
| 7D | -2.0% | -4.3% | +2.3% | -1.2% |
| 30D | -6.1% | +1.1% | -7.3% | -6.4% |
| 3M | -7.3% | +12.3% | -19.6% | -9.0% |
| 6M | -20.9% | +9.8% | -30.7% | -22.2% |
| YTD | -14.7% | +11.5% | -26.1% | -16.6% |
| 1Y | -16.1% | +22.3% | -38.4% | -18.6% |
| All | -16.1% | +21.6% | -37.7% | -18.6% |
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 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