+20.7%
ABT vs MTB
+106.3%
-85.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.1% |
| 7D | -1.3% | +1.5% | -2.8% | -1.5% |
| 30D | +6.0% | +2.3% | +3.7% | +5.7% |
| 3M | -1.9% | -12.1% | +10.3% | -0.1% |
| 6M | +31.2% | +9.8% | +21.4% | +29.8% |
| YTD | -11.2% | +12.0% | -23.2% | -12.4% |
| 1Y | -14.0% | +22.0% | -36.0% | -15.9% |
| 3Y | +20.7% | +107.6% | -86.9% | +13.7% |
| All | +20.7% | +106.3% | -85.6% | +13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling