+197.1%
ABT vs MDY
+177.2%
+19.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.8% |
| 7D | -5.9% | -1.9% | -4.0% | -5.0% |
| 30D | -8.1% | -4.6% | -3.4% | -5.8% |
| 3M | +14.5% | -1.2% | +15.8% | +15.0% |
| 6M | -6.3% | +9.2% | -15.5% | -11.0% |
| YTD | -17.1% | +13.1% | -30.2% | -22.9% |
| 1Y | -21.4% | +13.0% | -34.4% | -27.0% |
| 3Y | +5.9% | +49.2% | -43.3% | -18.3% |
| 5Y | -12.8% | +47.2% | -60.0% | -33.0% |
| All | +197.1% | +177.2% | +19.9% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling