+201.2%
ABT vs MTB
+172.9%
+28.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.9% |
| 7D | -5.0% | -0.4% | -4.6% | -4.9% |
| 30D | -5.8% | -4.6% | -1.2% | -4.9% |
| 3M | +16.7% | +7.4% | +9.3% | +15.0% |
| 6M | -5.2% | +18.7% | -23.9% | -8.7% |
| YTD | -16.0% | +21.1% | -37.0% | -19.4% |
| 1Y | -18.3% | +24.1% | -42.3% | -22.1% |
| 3Y | +9.2% | +115.3% | -106.1% | -9.5% |
| 5Y | -11.6% | +106.0% | -117.6% | -26.7% |
| All | +201.2% | +172.9% | +28.3% | +120.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling