+34.1%
ABT vs MDB
+14.6%
+19.5%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.1% |
| 7D | -5.4% | +3.0% | -8.4% | -5.4% |
| 30D | +8.0% | -11.3% | +19.3% | +8.2% |
| 3M | +0.2% | -23.0% | +23.2% | +0.9% |
| 6M | +34.1% | +14.8% | +19.4% | +29.8% |
| All | +34.1% | +14.6% | +19.5% | +29.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling