-5.9%
ABT vs MCO
+9.9%
-15.8%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +4.9% | +0.7% | +4.2% |
| 7D | +12.5% | +10.7% | +1.8% | +9.7% |
| 30D | +16.1% | +17.9% | -1.8% | +11.5% |
| 3M | +10.2% | +9.5% | +0.7% | +7.6% |
| 6M | +33.7% | +18.1% | +15.7% | +29.2% |
| YTD | -5.5% | +4.1% | -9.6% | -8.5% |
| 1Y | -5.9% | +9.3% | -15.2% | -9.6% |
| All | -5.9% | +9.9% | -15.8% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 1y: compounded portfolio wealth divided by compounded MCO 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…
1y analysis · Full analysis span regression · 6 months rolling