+80.7%
MDY vs ABCL
-81.3%
+162.0%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | +0.1% | +0.7% | -0.6% | +0.1% |
| 30D | -1.5% | +93.1% | -94.6% | -8.6% |
| 3M | +0.8% | +79.4% | -78.7% | -6.4% |
| 6M | +7.4% | +214.9% | -207.5% | -6.6% |
| YTD | +15.2% | +234.2% | -219.0% | -1.1% |
| 1Y | +16.5% | +174.8% | -158.2% | +1.3% |
| 3Y | +46.8% | +104.5% | -57.7% | +25.8% |
| 5Y | +46.0% | -39.0% | +85.0% | +31.6% |
| All | +80.7% | -81.3% | +162.0% | +69.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling