+17.0%
MGY vs ABCL
+145.5%
-128.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.3% | +5.0% | -0.2% |
| 7D | +1.8% | -9.6% | +11.4% | +2.0% |
| 30D | +6.5% | +7.2% | -0.7% | +6.2% |
| 3M | +0.3% | +105.5% | -105.2% | -1.1% |
| 6M | -2.4% | +193.0% | -195.4% | -4.5% |
| YTD | +29.0% | +205.8% | -176.9% | +24.3% |
| 1Y | +17.0% | +144.4% | -127.4% | +17.3% |
| All | +17.0% | +145.5% | -128.5% | +17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling