-0.5%
MDT vs ABCL
-81.3%
+80.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.4% | +1.2% |
| 7D | +3.2% | +0.7% | +2.5% | +3.2% |
| 30D | +9.5% | +93.1% | -83.6% | +6.8% |
| 3M | +16.0% | +79.4% | -63.5% | +13.2% |
| 6M | +0.2% | +214.9% | -214.7% | -4.4% |
| YTD | -0.3% | +234.2% | -234.5% | -5.3% |
| 1Y | +4.7% | +174.8% | -170.0% | -0.2% |
| 3Y | +26.5% | +104.5% | -77.9% | +19.8% |
| 5Y | -18.2% | -39.0% | +20.8% | -22.0% |
| All | -0.5% | -81.3% | +80.8% | -5.1% |
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