-1.5%
MCD vs ABT
+12.2%
-13.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | -2.8% | -3.7% | +0.9% | -1.9% |
| 30D | -6.0% | +2.5% | -8.5% | -6.6% |
| 3M | -5.6% | +20.2% | -25.8% | -10.0% |
| 6M | -21.9% | -2.9% | -18.9% | -21.5% |
| YTD | -14.7% | -11.9% | -2.8% | -12.3% |
| 1Y | -17.3% | -16.5% | -0.7% | -13.7% |
| All | -1.5% | +12.2% | -13.7% | -7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling