+7.6%
MDT vs ABCL
-81.0%
+88.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | -0.5% |
| 7D | -3.7% | +4.4% | -8.1% | -3.8% |
| 30D | +8.6% | -7.9% | +16.4% | +8.7% |
| 3M | +12.2% | +12.2% | 0.0% | +11.4% |
| 6M | +33.7% | +134.7% | -101.0% | +28.9% |
| YTD | +7.8% | +239.8% | -231.9% | +2.1% |
| 1Y | +8.9% | +192.7% | -183.8% | +3.7% |
| 3Y | +57.6% | +187.6% | -130.0% | +47.4% |
| 5Y | -0.7% | -22.6% | +22.0% | -5.4% |
| All | +7.6% | -81.0% | +88.5% | +2.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling