+32.0%
MDY vs ABCL
-21.8%
+53.8%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.7% | -6.1% | -0.1% |
| 7D | -1.7% | -3.2% | +1.5% | -1.4% |
| 30D | -0.9% | -7.4% | +6.5% | -0.4% |
| 3M | -5.7% | +81.9% | -87.7% | -13.7% |
| 6M | -2.9% | +135.7% | -138.6% | -15.3% |
| YTD | +9.8% | +247.4% | -237.5% | -10.0% |
| 1Y | +13.5% | +162.3% | -148.8% | -3.8% |
| 3Y | +51.9% | +165.5% | -113.6% | +21.1% |
| All | +32.0% | -21.8% | +53.8% | +16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling