+36.7%
ABT vs MP
+271.0%
-234.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.1% |
| 7D | -5.4% | +2.3% | -7.7% | -5.5% |
| 30D | +8.0% | -15.3% | +23.3% | +8.4% |
| 3M | +0.2% | -33.5% | +33.7% | +1.2% |
| 6M | +34.1% | -45.5% | +79.7% | +36.2% |
| YTD | -10.6% | -27.3% | +16.7% | -10.7% |
| 1Y | -11.8% | -40.7% | +28.9% | -11.2% |
| 3Y | +23.9% | +145.9% | -122.0% | +12.5% |
| 5Y | -5.1% | -13.9% | +8.8% | -9.8% |
| All | +36.7% | +271.0% | -234.3% | +16.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling