+20.8%
MCD vs ABCL
-26.2%
+47.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.6% |
| 7D | -1.6% | -3.3% | +1.6% | -1.6% |
| 30D | +14.1% | -7.1% | +21.2% | +14.1% |
| 3M | +0.6% | +4.7% | -4.1% | +0.6% |
| 6M | 0.0% | +140.9% | -140.9% | -0.7% |
| YTD | -9.3% | +236.0% | -245.2% | -10.5% |
| 1Y | -9.3% | +217.4% | -226.7% | -10.5% |
| 3Y | +8.6% | +188.7% | -180.1% | +5.9% |
| All | +20.8% | -26.2% | +47.0% | +19.6% |
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