+132.8%
ABT vs MDB
+892.0%
-759.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.6% | -4.1% | +0.1% |
| 7D | +0.3% | -0.9% | +1.2% | +0.4% |
| 30D | +11.6% | -15.2% | +26.8% | +12.9% |
| 3M | +3.1% | -17.9% | +21.0% | +4.1% |
| 6M | +32.8% | +9.3% | +23.5% | +29.7% |
| YTD | -9.6% | -22.0% | +12.4% | -9.7% |
| 1Y | -10.4% | -9.3% | -1.0% | -12.0% |
| 3Y | +25.8% | -10.4% | +36.2% | +18.9% |
| 5Y | -3.4% | -43.2% | +39.8% | -9.3% |
| All | +132.8% | +892.0% | -759.3% | +33.2% |
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