+42.1%
ABT vs MP
+240.8%
-198.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.0% | +4.4% | -1.5% |
| 7D | +8.6% | -19.0% | +27.6% | +9.2% |
| 30D | +16.4% | -30.5% | +46.9% | +17.5% |
| 3M | +8.1% | -29.6% | +37.7% | +9.0% |
| 6M | +32.1% | -50.4% | +82.5% | +34.4% |
| YTD | -7.1% | -33.2% | +26.1% | -6.9% |
| 1Y | -6.5% | -38.6% | +32.1% | -6.2% |
| 3Y | +26.2% | +105.5% | -79.2% | +15.6% |
| 5Y | +0.9% | -7.8% | +8.7% | -4.3% |
| All | +42.1% | +240.8% | -198.7% | +21.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling