+17.1%
MCHP vs ABT
-19.6%
+36.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.4% | +5.0% | +3.2% |
| 7D | 0.0% | -5.9% | +5.9% | -1.8% |
| 30D | -6.0% | -8.1% | +2.0% | -8.3% |
| 3M | -19.7% | +14.5% | -34.2% | -17.0% |
| 6M | +14.0% | -6.3% | +20.3% | +20.4% |
| YTD | +18.4% | -17.1% | +35.5% | +27.7% |
| 1Y | +17.1% | -21.4% | +38.5% | +28.2% |
| All | +17.1% | -19.6% | +36.7% | +28.2% |
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