-9.4%
ABT vs MDT
-20.5%
+11.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | 0.0% |
| 7D | -4.7% | -0.3% | -4.4% | -4.6% |
| 30D | -3.1% | +2.8% | -5.9% | -4.6% |
| 3M | +16.1% | +13.1% | +3.0% | +8.7% |
| 6M | -5.3% | +2.3% | -7.7% | -6.8% |
| YTD | -14.4% | -2.7% | -11.8% | -13.8% |
| 1Y | -18.4% | +0.9% | -19.3% | -19.5% |
| 3Y | +11.2% | +26.8% | -15.6% | -3.9% |
| 5Y | -9.4% | -19.5% | +10.1% | -9.1% |
| All | -9.4% | -20.5% | +11.1% | -9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling