+10.5%
MCD vs ABBV
+126.8%
-116.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.8% |
| 7D | +7.1% | -1.2% | +8.3% | +7.4% |
| 30D | +19.8% | +8.0% | +11.8% | +18.0% |
| 3M | +0.8% | +20.2% | -19.4% | -2.7% |
| 6M | -1.3% | +44.0% | -45.3% | -7.9% |
| YTD | -7.8% | +31.3% | -39.1% | -12.6% |
| 1Y | -5.0% | +37.0% | -41.9% | -10.7% |
| 3Y | +10.5% | +128.0% | -117.4% | -8.0% |
| All | +10.5% | +126.8% | -116.3% | -8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling