+6,467.5%
ABT vs MKC
+3,364.7%
+3,102.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.2% | -2.5% |
| 7D | -3.1% | -4.3% | +1.2% | -1.9% |
| 30D | -2.1% | -2.0% | -0.1% | -1.6% |
| 3M | +17.4% | +10.0% | +7.4% | +14.2% |
| 6M | -2.4% | -18.5% | +16.1% | +2.7% |
| YTD | -14.2% | -22.4% | +8.2% | -8.6% |
| 1Y | -18.3% | -23.6% | +5.3% | -12.7% |
| 3Y | +11.5% | -30.4% | +42.0% | +20.9% |
| 5Y | -9.9% | -34.2% | +24.3% | -1.6% |
| 10Y | +204.4% | +26.8% | +177.5% | +178.7% |
| All | +6,467.5% | +3,364.7% | +3,102.8% | +2,894.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling