+23.3%
ABT vs MP
+114.3%
-91.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.9% | -8.2% | -3.2% |
| 7D | +3.5% | -10.5% | +14.0% | +3.4% |
| 30D | +12.0% | -23.5% | +35.6% | +11.9% |
| 3M | +2.5% | -25.4% | +27.9% | +2.3% |
| 6M | +29.1% | -51.3% | +80.3% | +29.3% |
| YTD | -10.1% | -29.9% | +19.8% | -10.5% |
| 1Y | -9.8% | -31.8% | +22.0% | -10.3% |
| 3Y | +23.3% | +127.0% | -103.7% | +18.2% |
| All | +23.3% | +114.3% | -91.1% | +18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling