+51.2%
MCD vs ABCL
-80.4%
+131.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.1% | +1.5% | -2.6% |
| 7D | -1.9% | -2.7% | +0.8% | -1.9% |
| 30D | +16.6% | -5.4% | +22.0% | +16.6% |
| 3M | +0.9% | +22.4% | -21.5% | +1.0% |
| 6M | +1.5% | +127.6% | -126.2% | +1.4% |
| YTD | -8.3% | +249.4% | -257.7% | -8.6% |
| 1Y | -8.1% | +198.0% | -206.1% | -8.3% |
| 3Y | +10.3% | +195.8% | -185.5% | +9.4% |
| 5Y | +23.4% | -20.6% | +44.0% | +22.4% |
| All | +51.2% | -80.4% | +131.6% | +45.8% |
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