+11.2%
MCD vs ABCL
+139.9%
-128.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -9.4% | +8.6% | -1.0% |
| 7D | +8.0% | -14.9% | +22.9% | +7.7% |
| 30D | +19.6% | -15.4% | +35.0% | +19.3% |
| 3M | +2.2% | +88.0% | -85.8% | +3.3% |
| 6M | -1.1% | +138.8% | -140.0% | +0.3% |
| YTD | -7.2% | +225.4% | -232.7% | -5.6% |
| 1Y | -6.7% | +137.3% | -144.0% | -5.3% |
| All | +11.2% | +139.9% | -128.7% | +12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling