+5,979.9%
MCD vs ABT
+6,741.2%
-761.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | -2.8% | -3.7% | +0.9% | -1.8% |
| 30D | -6.0% | +2.5% | -8.5% | -6.7% |
| 3M | -5.6% | +20.2% | -25.8% | -10.7% |
| 6M | -21.9% | -2.9% | -18.9% | -21.5% |
| YTD | -14.7% | -11.9% | -2.8% | -12.2% |
| 1Y | -17.3% | -16.5% | -0.7% | -13.6% |
| 3Y | -2.2% | +12.1% | -14.3% | -7.0% |
| 5Y | +20.3% | -7.4% | +27.7% | +19.6% |
| 10Y | +180.7% | +210.7% | -30.0% | +95.3% |
| All | +5,979.9% | +6,741.2% | -761.3% | +1,269.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling