+204.4%
ABT vs MPC
+1,138.6%
-934.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.3% | -4.9% | -2.9% |
| 7D | -3.1% | +3.9% | -7.0% | -3.6% |
| 30D | -2.1% | +33.8% | -35.9% | -5.7% |
| 3M | +17.4% | +49.9% | -32.4% | +11.3% |
| 6M | -2.4% | +80.9% | -83.3% | -10.0% |
| YTD | -14.2% | +147.4% | -161.6% | -24.2% |
| 1Y | -18.3% | +123.2% | -141.5% | -27.0% |
| 3Y | +11.5% | +171.7% | -160.2% | -4.5% |
| 5Y | -9.9% | +678.6% | -688.5% | -35.2% |
| 10Y | +204.4% | +1,134.0% | -929.7% | +95.3% |
| All | +204.4% | +1,138.6% | -934.2% | +95.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling