+197.1%
ABT vs MCO
+393.6%
-196.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -2.1% |
| 7D | -5.9% | -3.8% | -2.1% | -4.3% |
| 30D | -8.1% | -0.4% | -7.7% | -8.0% |
| 3M | +14.5% | +7.7% | +6.8% | +10.6% |
| 6M | -6.3% | +7.0% | -13.3% | -9.4% |
| YTD | -17.1% | -6.4% | -10.7% | -15.8% |
| 1Y | -21.4% | -7.6% | -13.7% | -19.9% |
| 3Y | +5.9% | +43.2% | -37.3% | -14.6% |
| 5Y | -12.8% | +29.6% | -42.3% | -27.9% |
| All | +197.1% | +393.6% | -196.5% | +28.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling