-0.2%
MDLN vs ABCL
+260.1%
-260.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | +20.0% | +2.3% | +17.7% | +19.9% |
| 30D | +12.8% | -0.7% | +13.5% | +12.8% |
| 3M | +21.0% | +33.4% | -12.4% | +19.7% |
| 6M | +3.5% | +137.8% | -134.3% | +0.4% |
| YTD | -2.6% | +264.3% | -266.9% | -9.6% |
| All | -0.2% | +260.1% | -260.3% | -7.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling