+76.2%
MDY vs ABCL
-81.2%
+157.4%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | 0.0% |
| 7D | +2.3% | -3.3% | +5.5% | +2.6% |
| 30D | +2.0% | -7.1% | +9.1% | +2.4% |
| 3M | -5.6% | +4.7% | -10.4% | -6.8% |
| 6M | +1.3% | +140.9% | -139.6% | -9.6% |
| YTD | +12.3% | +236.0% | -223.6% | -4.1% |
| 1Y | +15.8% | +217.4% | -201.6% | -0.7% |
| 3Y | +56.5% | +188.7% | -132.2% | +29.3% |
| 5Y | +35.1% | -23.5% | +58.6% | +20.6% |
| All | +76.2% | -81.2% | +157.4% | +64.3% |
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