-2.4%
MDT vs ABCL
-81.2%
+78.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | +0.4% | +1.4% | -1.0% | +0.3% |
| 30D | +6.0% | +65.1% | -59.1% | +4.0% |
| 3M | +15.5% | +111.1% | -95.5% | +12.2% |
| 6M | +3.4% | +231.6% | -228.2% | -1.5% |
| YTD | -2.2% | +234.5% | -236.7% | -7.1% |
| 1Y | +2.6% | +174.3% | -171.8% | -2.2% |
| 3Y | +27.5% | +111.5% | -83.9% | +20.6% |
| 5Y | -20.1% | -37.3% | +17.2% | -23.7% |
| All | -2.4% | -81.2% | +78.9% | -6.9% |
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