+20.7%
ABT vs MP
+161.0%
-140.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.5% | -2.3% | +1.2% |
| 7D | -1.3% | +9.5% | -10.7% | -1.2% |
| 30D | +6.0% | -3.0% | +9.0% | +6.1% |
| 3M | -1.9% | -30.4% | +28.5% | -2.0% |
| 6M | +31.2% | -39.2% | +70.4% | +31.3% |
| YTD | -11.2% | -23.3% | +12.0% | -11.6% |
| 1Y | -14.0% | -32.6% | +18.7% | -14.2% |
| 3Y | +20.7% | +159.3% | -138.6% | +16.2% |
| All | +20.7% | +161.0% | -140.3% | +16.2% |
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