-5.0%
MCD vs ABT
-9.0%
+4.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | +0.3% |
| 7D | +7.1% | +3.5% | +3.6% | +6.3% |
| 30D | +19.8% | +12.0% | +7.7% | +16.7% |
| 3M | +0.8% | +2.5% | -1.6% | +0.2% |
| 6M | -1.3% | +29.1% | -30.4% | -6.4% |
| YTD | -7.8% | -10.1% | +2.3% | -7.1% |
| 1Y | -5.0% | -9.8% | +4.9% | -4.4% |
| All | -5.0% | -9.0% | +4.1% | -4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling