-10.8%
MDLN vs ABCL
+230.3%
-241.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | 0.0% |
| 7D | +3.7% | +0.7% | +3.0% | +3.7% |
| 30D | -0.2% | +93.1% | -93.3% | -2.6% |
| 3M | +6.2% | +79.4% | -73.2% | +4.3% |
| 6M | -14.7% | +214.9% | -229.5% | -20.2% |
| YTD | -12.9% | +234.2% | -247.1% | -18.7% |
| All | -10.8% | +230.3% | -241.1% | -17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling