+507.7%
ABT vs MPC
+3,087.4%
-2,579.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.4% | -4.5% | -1.5% |
| 7D | -5.4% | +2.6% | -8.0% | -5.7% |
| 30D | +8.0% | -12.2% | +20.2% | +9.7% |
| 3M | +0.2% | +20.1% | -19.8% | -2.8% |
| 6M | +34.1% | +60.6% | -26.5% | +24.5% |
| YTD | -10.6% | +150.6% | -161.2% | -22.7% |
| 1Y | -11.8% | +104.7% | -116.5% | -21.5% |
| 3Y | +23.9% | +194.5% | -170.6% | +2.5% |
| 5Y | -5.1% | +582.3% | -587.4% | -32.6% |
| 10Y | +228.6% | +1,135.3% | -906.7% | +95.3% |
| All | +507.7% | +3,087.4% | -2,579.6% | +198.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling