-40.5%
MDB vs ABCL
-26.2%
-14.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.3% |
| 7D | +6.8% | -3.3% | +10.1% | +7.7% |
| 30D | -6.2% | -7.1% | +0.9% | -4.3% |
| 3M | -29.2% | +4.7% | -34.0% | -31.5% |
| 6M | +10.3% | +140.9% | -130.6% | -18.3% |
| YTD | -20.4% | +236.0% | -256.3% | -47.8% |
| 1Y | -4.8% | +217.4% | -222.2% | -36.8% |
| 3Y | -11.6% | +188.7% | -200.3% | -48.5% |
| All | -40.5% | -26.2% | -14.3% | -30.5% |
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