+350.1%
MCD vs ABBV
+1,356.7%
-1,006.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +7.3% | +2.8% | +4.5% | +6.7% |
| 30D | +20.0% | +7.0% | +13.0% | +18.3% |
| 3M | +3.8% | +19.2% | -15.4% | 0.0% |
| 6M | +3.8% | +47.8% | -44.0% | -4.6% |
| YTD | -5.9% | +32.5% | -38.3% | -11.6% |
| 1Y | -3.2% | +38.4% | -41.6% | -10.0% |
| 3Y | +13.3% | +134.3% | -121.0% | -6.7% |
| 5Y | +25.2% | +200.6% | -175.4% | -2.8% |
| 10Y | +213.3% | +590.1% | -376.8% | +108.4% |
| All | +350.1% | +1,356.7% | -1,006.6% | +181.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling