-7.0%
ABT vs MPC
+645.9%
-652.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | -3.7% | +5.4% | -9.1% | -4.0% |
| 30D | +2.5% | +31.0% | -28.5% | +0.6% |
| 3M | +20.2% | +46.0% | -25.8% | +17.0% |
| 6M | -2.9% | +77.3% | -80.2% | -7.0% |
| YTD | -11.9% | +141.9% | -153.8% | -17.9% |
| 1Y | -16.5% | +120.9% | -137.5% | -21.7% |
| 3Y | +12.1% | +182.7% | -170.6% | +1.4% |
| All | -7.0% | +645.9% | -652.9% | -20.2% |
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