+22.6%
MCD vs ABT
-7.4%
+30.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.4% | +0.1% |
| 7D | -1.6% | -5.6% | +4.0% | +0.1% |
| 30D | +16.0% | +5.2% | +10.9% | +14.4% |
| 3M | 0.0% | -2.7% | +2.7% | +0.7% |
| 6M | +0.9% | +28.8% | -27.9% | -6.6% |
| YTD | -8.7% | -12.3% | +3.6% | -5.6% |
| 1Y | -8.6% | -14.7% | +6.1% | -4.7% |
| 3Y | +9.9% | +21.6% | -11.7% | +0.7% |
| 5Y | +22.6% | -7.8% | +30.4% | +21.6% |
| All | +22.6% | -7.4% | +30.0% | +21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling