-5.9%
ABT vs MP
-35.7%
+29.8%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -5.1% | +10.7% | +5.2% |
| 7D | +12.5% | -12.5% | +25.1% | +11.5% |
| 30D | +16.1% | -23.3% | +39.4% | +14.2% |
| 3M | +10.2% | -24.4% | +34.6% | +8.7% |
| 6M | +33.7% | -45.8% | +79.5% | +30.6% |
| YTD | -5.5% | -28.9% | +23.4% | -7.4% |
| 1Y | -5.9% | -34.6% | +28.7% | -8.1% |
| All | -5.9% | -35.7% | +29.8% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 1y: compounded portfolio wealth divided by compounded MP 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…
1y analysis · Full analysis span regression · 6 months rolling