+938.2%
MU vs ABT
-6.9%
+945.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.7% | -2.6% |
| 7D | +12.8% | -1.3% | +14.1% | +12.9% |
| 30D | -14.9% | +6.0% | -20.9% | -15.4% |
| 3M | -18.0% | -1.9% | -16.2% | -17.9% |
| 6M | -3.1% | +31.2% | -34.3% | -9.1% |
| YTD | +172.9% | -11.2% | +184.1% | +190.2% |
| 1Y | +228.8% | -14.0% | +242.8% | +253.5% |
| 3Y | +950.8% | +20.7% | +930.2% | +825.4% |
| All | +938.2% | -6.9% | +945.2% | +961.9% |
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