+3,173.2%
ABT vs MCO
+7,398.7%
-4,225.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.1% |
| 7D | -4.7% | -3.1% | -1.6% | -4.0% |
| 30D | -3.1% | -0.5% | -2.6% | -3.0% |
| 3M | +16.1% | +5.7% | +10.4% | +14.5% |
| 6M | -5.3% | +3.0% | -8.4% | -6.2% |
| YTD | -14.4% | -6.5% | -8.0% | -13.6% |
| 1Y | -18.4% | -5.8% | -12.6% | -17.9% |
| 3Y | +11.2% | +43.1% | -31.9% | -0.1% |
| 5Y | -9.4% | +29.5% | -38.9% | -17.3% |
| 10Y | +209.7% | +388.8% | -179.1% | +111.1% |
| All | +3,173.2% | +7,398.7% | -4,225.5% | +1,102.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling