+76.5%
MDY vs ABCL
-81.0%
+157.4%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | -0.9% |
| 7D | +3.0% | +4.4% | -1.4% | +2.6% |
| 30D | +0.8% | -7.9% | +8.7% | +1.3% |
| 3M | -5.1% | +12.2% | -17.4% | -6.9% |
| 6M | +1.2% | +134.7% | -133.6% | -9.4% |
| YTD | +12.5% | +239.8% | -227.3% | -4.1% |
| 1Y | +13.8% | +192.7% | -178.9% | -1.6% |
| 3Y | +56.4% | +187.6% | -131.2% | +29.3% |
| 5Y | +35.3% | -22.6% | +57.9% | +20.6% |
| All | +76.5% | -81.0% | +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