+265.1%
MU vs ABT
-4.8%
+269.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +5.6% | -12.6% | -3.1% |
| 7D | -19.1% | +12.5% | -31.7% | -11.9% |
| 30D | -25.2% | +16.1% | -41.4% | -16.8% |
| 3M | -10.9% | +10.2% | -21.1% | -3.6% |
| 6M | +38.0% | +33.7% | +4.3% | +68.3% |
| YTD | +178.8% | -5.5% | +184.3% | +239.1% |
| 1Y | +265.1% | -5.9% | +271.0% | +346.5% |
| All | +265.1% | -4.8% | +269.9% | +346.5% |
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 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