+2.7%
MDT vs ABCL
-26.2%
+28.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +1.9% |
| 7D | +1.0% | -3.3% | +4.3% | +1.2% |
| 30D | +9.2% | -7.1% | +16.3% | +9.3% |
| 3M | +14.5% | +4.7% | +9.7% | +13.7% |
| 6M | +37.3% | +140.9% | -103.6% | +30.1% |
| YTD | +9.8% | +236.0% | -226.1% | +1.6% |
| 1Y | +10.5% | +217.4% | -206.9% | +2.6% |
| 3Y | +57.4% | +188.7% | -131.3% | +42.6% |
| All | +2.7% | -26.2% | +28.9% | -1.5% |
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