+161.8%
MAR vs ABCL
-41.3%
+203.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | -4.2% | +0.7% | -4.9% | -4.2% |
| 30D | -6.7% | +93.1% | -99.7% | -11.2% |
| 3M | -12.5% | +79.4% | -91.9% | -16.7% |
| 6M | +0.6% | +214.9% | -214.3% | -8.9% |
| YTD | +9.1% | +234.2% | -225.1% | -2.2% |
| 1Y | +26.2% | +174.8% | -148.6% | +13.8% |
| 3Y | +68.2% | +104.5% | -36.3% | +49.8% |
| All | +161.8% | -41.3% | +203.1% | +127.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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