+77.6%
MDY vs ABCL
-81.9%
+159.5%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.3% | -0.7% |
| 7D | -0.8% | -2.7% | +2.0% | -0.5% |
| 30D | -3.9% | +18.3% | -22.2% | -5.7% |
| 3M | 0.0% | +108.5% | -108.5% | -8.5% |
| 6M | +8.5% | +213.9% | -205.4% | -5.6% |
| YTD | +13.2% | +223.1% | -209.9% | -2.5% |
| 1Y | +15.0% | +160.6% | -145.6% | +0.5% |
| 3Y | +49.6% | +104.3% | -54.7% | +28.2% |
| 5Y | +46.0% | -40.0% | +86.1% | +31.9% |
| All | +77.6% | -81.9% | +159.5% | +67.1% |
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 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