+11.5%
ABT vs MDB
-5.6%
+17.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.5% | +0.9% | -2.5% |
| 7D | -3.1% | -18.0% | +14.9% | -2.9% |
| 30D | -2.1% | -10.7% | +8.6% | -2.0% |
| 3M | +17.4% | +1.0% | +16.5% | +17.3% |
| 6M | -2.4% | +31.6% | -34.0% | -2.9% |
| YTD | -14.2% | -15.2% | +1.0% | -14.4% |
| 1Y | -18.3% | +10.1% | -28.5% | -18.9% |
| 3Y | +11.5% | -5.6% | +17.2% | +10.6% |
| All | +11.5% | -5.6% | +17.1% | +10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling