-40.2%
MDB vs ABCL
-8.0%
-32.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | -1.0% | +2.3% | -3.3% | -1.6% |
| 30D | -14.0% | -0.7% | -13.3% | -13.8% |
| 3M | -20.3% | +33.4% | -53.7% | -27.6% |
| 6M | +10.9% | +137.8% | -126.9% | -17.3% |
| YTD | -20.9% | +264.3% | -285.2% | -49.0% |
| 1Y | -11.2% | +209.2% | -220.4% | -40.2% |
| 3Y | -11.9% | +208.4% | -220.3% | -49.1% |
| 5Y | -40.2% | -11.9% | -28.3% | -42.4% |
| All | -40.2% | -8.0% | -32.2% | -42.4% |
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