+6,695.8%
ABT vs MDT
+8,767.7%
-2,071.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +0.5% |
| 7D | -1.3% | +1.0% | -2.3% | -1.7% |
| 30D | +6.0% | +9.2% | -3.1% | +2.7% |
| 3M | -1.9% | +14.5% | -16.4% | -6.7% |
| 6M | +31.2% | +37.3% | -6.1% | +16.8% |
| YTD | -11.2% | +9.8% | -21.1% | -14.4% |
| 1Y | -14.0% | +10.5% | -24.5% | -17.2% |
| 3Y | +20.7% | +57.4% | -36.8% | +1.6% |
| 5Y | -6.7% | +1.2% | -7.8% | -8.6% |
| 10Y | +226.3% | +63.2% | +163.0% | +168.1% |
| All | +6,695.8% | +8,767.7% | -2,071.9% | +1,118.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling