+88.6%
MCO vs ABCL
-81.3%
+169.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -2.1% |
| 7D | -4.2% | +0.7% | -4.9% | -4.2% |
| 30D | +2.2% | +93.1% | -90.9% | -2.9% |
| 3M | +10.1% | +79.4% | -69.3% | +4.8% |
| 6M | +5.3% | +214.9% | -209.6% | -4.4% |
| YTD | -2.7% | +234.2% | -237.0% | -12.5% |
| 1Y | -0.4% | +174.8% | -175.1% | -9.7% |
| 3Y | +49.0% | +104.5% | -55.4% | +33.7% |
| 5Y | +33.6% | -39.0% | +72.6% | +24.0% |
| All | +88.6% | -81.3% | +169.9% | +80.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling