+2,683.6%
MUU vs ABBV
+37.7%
+2,645.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.9% | +4.7% | +5.4% |
| 7D | +15.0% | -4.1% | +19.2% | +15.6% |
| 30D | +36.8% | +1.2% | +35.6% | +36.3% |
| 3M | -8.5% | +12.1% | -20.6% | -13.3% |
| 6M | +320.7% | +12.0% | +308.7% | +296.4% |
| YTD | +599.7% | +12.4% | +587.3% | +558.6% |
| 1Y | +2,569.2% | +22.9% | +2,546.2% | +2,238.2% |
| All | +2,683.6% | +37.7% | +2,645.8% | +2,318.0% |
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 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