+20.8%
MCD vs ABBV
+201.3%
-180.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -1.6% | +1.3% | -2.9% | -1.9% |
| 30D | +14.1% | +4.7% | +9.4% | +13.0% |
| 3M | +0.6% | +18.3% | -17.7% | -3.0% |
| 6M | 0.0% | +43.4% | -43.4% | -7.5% |
| YTD | -9.3% | +33.0% | -42.3% | -14.9% |
| 1Y | -9.3% | +30.8% | -40.1% | -14.7% |
| 3Y | +8.6% | +135.1% | -126.5% | -12.5% |
| All | +20.8% | +201.3% | -180.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling