-24.7%
MDB vs ABCL
-41.3%
+16.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -3.8% |
| 7D | -17.4% | +0.7% | -18.1% | -17.6% |
| 30D | -2.0% | +93.1% | -95.1% | -19.2% |
| 3M | -3.0% | +79.4% | -82.4% | -19.7% |
| 6M | +48.7% | +214.9% | -166.2% | +3.4% |
| YTD | -12.1% | +234.2% | -246.4% | -40.6% |
| 1Y | +14.5% | +174.8% | -160.3% | -20.1% |
| 3Y | -6.1% | +104.5% | -110.6% | -34.9% |
| All | -24.7% | -41.3% | +16.6% | -28.4% |
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