-11.8%
ABT vs MP
-42.0%
+30.2%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.0% |
| 7D | -5.4% | +2.3% | -7.7% | -5.2% |
| 30D | +8.0% | -15.3% | +23.3% | +6.9% |
| 3M | +0.2% | -33.5% | +33.7% | -2.4% |
| 6M | +34.1% | -45.5% | +79.7% | +30.9% |
| YTD | -10.6% | -27.3% | +16.7% | -12.0% |
| 1Y | -11.8% | -40.7% | +28.9% | -14.3% |
| All | -11.8% | -42.0% | +30.2% | -14.3% |
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