-5.9%
ABT vs MDT
+20.2%
-26.1%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +6.1% | -0.6% | +1.8% |
| 7D | +12.5% | +10.7% | +1.8% | +5.8% |
| 30D | +16.1% | +19.3% | -3.2% | +4.2% |
| 3M | +10.2% | +22.8% | -12.6% | -3.1% |
| 6M | +33.7% | +36.4% | -2.7% | +10.7% |
| YTD | -5.5% | +12.1% | -17.6% | -16.0% |
| 1Y | -5.9% | +19.9% | -25.8% | -18.7% |
| All | -5.9% | +20.2% | -26.1% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 1y: compounded portfolio wealth divided by compounded MDT 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…
1y analysis · Full analysis span regression · 6 months rolling