+51.9%
MDY vs ABCL
+156.0%
-104.1%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.7% | -6.1% | 0.0% |
| 7D | -1.7% | -3.2% | +1.5% | -1.5% |
| 30D | -0.9% | -7.4% | +6.5% | -0.5% |
| 3M | -5.7% | +81.9% | -87.7% | -12.3% |
| 6M | -2.9% | +135.7% | -138.6% | -13.4% |
| YTD | +9.8% | +247.4% | -237.5% | -7.3% |
| 1Y | +13.5% | +162.3% | -148.8% | -1.3% |
| 3Y | +51.9% | +165.5% | -113.6% | +24.6% |
| All | +51.9% | +156.0% | -104.1% | +24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling