-4.2%
ABT vs MPC
+527.1%
-531.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -3.2% |
| 7D | +3.5% | -16.2% | +19.7% | +4.5% |
| 30D | +12.0% | -15.7% | +27.7% | +13.0% |
| 3M | +2.5% | +24.9% | -22.4% | +0.5% |
| 6M | +29.1% | +52.7% | -23.6% | +24.6% |
| YTD | -10.1% | +131.9% | -141.9% | -16.5% |
| 1Y | -9.8% | +96.6% | -106.5% | -15.0% |
| 3Y | +23.3% | +163.8% | -140.5% | +11.1% |
| All | -4.2% | +527.1% | -531.4% | -20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling