+52.1%
MCD vs ABCL
-80.5%
+132.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.7% | -7.3% | -0.5% |
| 7D | +7.1% | -3.2% | +10.3% | +7.1% |
| 30D | +19.8% | -7.4% | +27.2% | +19.8% |
| 3M | +0.8% | +81.9% | -81.1% | +0.8% |
| 6M | -1.3% | +135.7% | -137.0% | -1.3% |
| YTD | -7.8% | +247.4% | -255.1% | -8.0% |
| 1Y | -5.0% | +162.3% | -167.2% | -5.1% |
| 3Y | +10.5% | +165.5% | -154.9% | +9.8% |
| 5Y | +22.0% | -21.3% | +43.2% | +21.0% |
| All | +52.1% | -80.5% | +132.6% | +46.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling