-18.2%
ABT vs MPC
+121.7%
-139.9%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.3% | -4.9% | -2.6% |
| 7D | -3.1% | +3.9% | -7.0% | -3.2% |
| 30D | -2.1% | +33.8% | -35.9% | -2.5% |
| 3M | +17.4% | +49.9% | -32.4% | +16.6% |
| 6M | -2.4% | +80.9% | -83.3% | -3.4% |
| YTD | -14.2% | +147.4% | -161.6% | -17.8% |
| All | -18.2% | +121.7% | -139.9% | -21.0% |
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