+2,430.5%
ABT vs MDY
+2,644.5%
-214.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.3% |
| 7D | -3.1% | +1.0% | -4.2% | -3.6% |
| 30D | -2.1% | -3.1% | +1.0% | -0.7% |
| 3M | +17.4% | +1.8% | +15.6% | +16.2% |
| 6M | -2.4% | +10.8% | -13.2% | -7.3% |
| YTD | -14.2% | +14.4% | -28.6% | -19.8% |
| 1Y | -18.3% | +15.2% | -33.5% | -24.0% |
| 3Y | +11.5% | +51.2% | -39.7% | -10.6% |
| 5Y | -9.9% | +47.2% | -57.1% | -27.3% |
| 10Y | +204.4% | +171.1% | +33.3% | +80.9% |
| All | +2,430.5% | +2,644.5% | -214.0% | +395.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling