-10.0%
ABT vs MPC
+105.0%
-115.1%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.6% | -4.1% | +0.6% |
| 7D | +0.3% | -9.4% | +9.7% | 0.0% |
| 30D | +11.6% | -14.3% | +26.0% | +11.4% |
| 3M | +3.1% | +31.1% | -28.0% | +2.2% |
| 6M | +32.8% | +60.3% | -27.5% | +30.7% |
| YTD | -9.6% | +142.5% | -152.1% | -17.1% |
| All | -10.0% | +105.0% | -115.1% | -12.0% |
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