+128.6%
ABT vs MDB
+912.7%
-784.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.3% |
| 7D | -1.3% | +6.8% | -8.1% | -1.9% |
| 30D | +6.0% | -6.2% | +12.2% | +6.3% |
| 3M | -1.9% | -29.2% | +27.4% | +0.4% |
| 6M | +31.2% | +10.3% | +20.9% | +28.0% |
| YTD | -11.2% | -20.4% | +9.1% | -11.5% |
| 1Y | -14.0% | -4.8% | -9.1% | -15.9% |
| 3Y | +20.7% | -11.6% | +32.2% | +14.3% |
| 5Y | -6.7% | -41.0% | +34.4% | -12.7% |
| All | +128.6% | +912.7% | -784.1% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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