-15.4%
MDLN vs ABCL
+230.6%
-246.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.1% | -5.3% | -5.2% |
| 7D | -1.2% | +1.4% | -2.6% | -1.2% |
| 30D | -1.5% | +65.1% | -66.6% | -3.0% |
| 3M | +2.6% | +111.1% | -108.4% | -0.1% |
| 6M | -20.9% | +231.6% | -252.4% | -26.2% |
| YTD | -17.4% | +234.5% | -251.9% | -23.0% |
| All | -15.4% | +230.6% | -246.0% | -21.3% |
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 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