+126.8%
ABT vs MDB
+1,017.4%
-890.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | -0.1% |
| 7D | -3.7% | -17.4% | +13.8% | -2.1% |
| 30D | +2.5% | -2.0% | +4.5% | +2.3% |
| 3M | +20.2% | -3.0% | +23.2% | +19.8% |
| 6M | -2.9% | +48.7% | -51.6% | -7.5% |
| YTD | -11.9% | -12.1% | +0.2% | -12.4% |
| 1Y | -16.5% | +14.5% | -31.0% | -19.5% |
| 3Y | +12.1% | -6.1% | +18.3% | +6.1% |
| 5Y | -7.4% | -27.3% | +19.9% | -15.3% |
| All | +126.8% | +1,017.4% | -890.6% | +29.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling