+22.7%
MCD vs ABBV
+196.9%
-174.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +17.8% |
| 3M | +0.8% | +20.2% | -19.4% | -3.1% |
| 6M | -1.3% | +44.0% | -45.3% | -8.8% |
| YTD | -7.8% | +31.3% | -39.1% | -13.3% |
| 1Y | -5.0% | +37.0% | -41.9% | -11.5% |
| 3Y | +10.5% | +128.0% | -117.4% | -10.3% |
| All | +22.7% | +196.9% | -174.1% | -17.4% |
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