+302.1%
MGY vs ABCL
-82.1%
+384.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.1% | -3.9% | -0.1% |
| 7D | +3.5% | -4.7% | +8.3% | +3.9% |
| 30D | +5.3% | +5.2% | +0.1% | +4.6% |
| 3M | +2.6% | +106.6% | -104.0% | -3.5% |
| 6M | -3.3% | +198.4% | -201.6% | -12.4% |
| YTD | +29.2% | +218.4% | -189.2% | +15.7% |
| 1Y | +18.0% | +136.2% | -118.2% | +7.9% |
| 3Y | +30.0% | +103.2% | -73.2% | +15.4% |
| 5Y | +92.7% | -42.7% | +135.3% | +77.6% |
| All | +302.1% | -82.1% | +384.2% | +280.2% |
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