-8.0%
MDB vs ABCL
-80.5%
+72.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +6.7% | -4.0% | +1.0% |
| 7D | -11.4% | -3.2% | -8.2% | -10.7% |
| 30D | -13.8% | -7.4% | -6.4% | -12.2% |
| 3M | -15.5% | +81.9% | -97.4% | -29.1% |
| 6M | +17.9% | +135.7% | -117.8% | -9.9% |
| YTD | -25.5% | +247.4% | -272.8% | -49.4% |
| 1Y | -12.1% | +162.3% | -174.3% | -36.2% |
| 3Y | -5.9% | +165.5% | -171.3% | -39.3% |
| 5Y | -43.7% | -21.3% | -22.4% | -51.0% |
| All | -8.0% | -80.5% | +72.5% | -1.3% |
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