+20.7%
ABT vs MDT
+57.0%
-36.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +0.2% |
| 7D | -1.3% | +1.0% | -2.3% | -1.8% |
| 30D | +6.0% | +9.2% | -3.1% | +1.1% |
| 3M | -1.9% | +14.5% | -16.4% | -8.9% |
| 6M | +31.2% | +37.3% | -6.1% | +10.8% |
| YTD | -11.2% | +9.8% | -21.1% | -16.9% |
| 1Y | -14.0% | +10.5% | -24.5% | -19.8% |
| 3Y | +20.7% | +57.4% | -36.8% | -1.9% |
| All | +20.7% | +57.0% | -36.3% | -1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling