+9.5%
MDT vs ABCL
-79.5%
+89.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.2% | -4.2% | +0.8% |
| 7D | +3.5% | +12.4% | -8.9% | +3.1% |
| 30D | +16.2% | -0.4% | +16.5% | +16.1% |
| 3M | +18.9% | +80.4% | -61.5% | +16.1% |
| 6M | +37.3% | +138.5% | -101.2% | +32.3% |
| YTD | +9.7% | +265.5% | -255.8% | +3.8% |
| 1Y | +15.2% | +219.7% | -204.5% | +9.4% |
| 3Y | +61.8% | +209.4% | -147.6% | +51.0% |
| 5Y | -1.4% | -15.0% | +13.7% | -6.2% |
| All | +9.5% | -79.5% | +89.0% | +4.0% |
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 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