+505.6%
MA vs ABT
+202.4%
+303.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | 0.0% |
| 7D | -1.8% | -3.1% | +1.4% | -0.1% |
| 30D | +1.4% | -2.1% | +3.5% | +2.5% |
| 3M | +17.7% | +17.4% | +0.3% | +7.2% |
| 6M | +9.7% | -2.4% | +12.1% | +10.1% |
| YTD | +0.5% | -14.2% | +14.7% | +7.8% |
| 1Y | -2.1% | -18.3% | +16.3% | +7.8% |
| 3Y | +40.1% | +11.5% | +28.6% | +24.9% |
| 5Y | +67.5% | -9.9% | +77.4% | +68.6% |
| 10Y | +505.6% | +204.4% | +301.2% | +205.0% |
| All | +505.6% | +202.4% | +303.2% | +205.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ABT 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling