-16.5%
ABT vs MPC
+120.1%
-136.6%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | -3.7% | +5.4% | -9.1% | -3.8% |
| 30D | +2.5% | +31.0% | -28.5% | +2.1% |
| 3M | +20.2% | +46.0% | -25.8% | +19.4% |
| 6M | -2.9% | +77.3% | -80.2% | -3.9% |
| YTD | -11.9% | +141.9% | -153.8% | -15.6% |
| 1Y | -16.5% | +120.9% | -137.5% | -19.3% |
| All | -16.5% | +120.1% | -136.6% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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