+5.9%
ABT vs MKC
-31.4%
+37.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | -5.9% | -1.5% | -4.4% | -5.5% |
| 30D | -8.1% | -3.1% | -5.0% | -7.3% |
| 3M | +14.5% | +5.2% | +9.3% | +12.9% |
| 6M | -6.3% | -12.8% | +6.5% | -3.1% |
| YTD | -17.1% | -23.3% | +6.2% | -11.3% |
| 1Y | -21.4% | -24.1% | +2.7% | -15.7% |
| 3Y | +5.9% | -32.1% | +38.0% | +11.2% |
| All | +5.9% | -31.4% | +37.3% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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