+14.3%
ABT vs MPC
+181.4%
-167.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | -3.7% | +5.4% | -9.1% | -3.9% |
| 30D | +2.5% | +31.0% | -28.5% | +1.3% |
| 3M | +20.2% | +46.0% | -25.8% | +18.0% |
| 6M | -2.9% | +77.3% | -80.2% | -5.6% |
| YTD | -11.9% | +141.9% | -153.8% | -16.3% |
| 1Y | -16.5% | +120.9% | -137.5% | -20.2% |
| All | +14.3% | +181.4% | -167.1% | +3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling