+37.5%
ABT vs MP
+257.7%
-220.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.9% | -8.2% | -3.4% |
| 7D | +3.5% | -10.5% | +14.0% | +3.8% |
| 30D | +12.0% | -23.5% | +35.6% | +12.8% |
| 3M | +2.5% | -25.4% | +27.9% | +3.1% |
| 6M | +29.1% | -51.3% | +80.3% | +31.5% |
| YTD | -10.1% | -29.9% | +19.8% | -10.1% |
| 1Y | -9.8% | -31.8% | +22.0% | -9.9% |
| 3Y | +23.3% | +127.0% | -103.7% | +12.3% |
| 5Y | -2.4% | -3.3% | +0.9% | -7.5% |
| All | +37.5% | +257.7% | -220.2% | +17.6% |
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