+477.4%
MCHP vs ABBV
+1,156.2%
-678.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.6% | -2.5% |
| 7D | -2.1% | -2.0% | -0.1% | -1.4% |
| 30D | -11.1% | +2.0% | -13.1% | -11.9% |
| 3M | -18.1% | +14.2% | -32.3% | -22.8% |
| 6M | +10.8% | +14.1% | -3.3% | +4.2% |
| YTD | +14.2% | +14.2% | 0.0% | +6.9% |
| 1Y | +13.5% | +24.2% | -10.8% | +2.3% |
| 3Y | -2.0% | +89.8% | -91.8% | -25.4% |
| 5Y | +1.4% | +187.2% | -185.8% | -35.0% |
| 10Y | +195.5% | +506.7% | -311.2% | +46.9% |
| All | +477.4% | +1,156.2% | -678.8% | +142.6% |
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