+89.6%
MGY vs ABCL
-37.3%
+126.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.3% |
| 7D | -0.9% | +1.4% | -2.3% | -1.0% |
| 30D | +10.1% | +65.1% | -55.0% | +4.6% |
| 3M | -1.5% | +111.1% | -112.5% | -8.9% |
| 6M | -4.9% | +231.6% | -236.5% | -16.8% |
| YTD | +27.7% | +234.5% | -206.8% | +10.7% |
| 1Y | +20.1% | +174.3% | -154.3% | +5.6% |
| 3Y | +24.9% | +111.5% | -86.6% | +7.5% |
| All | +89.6% | -37.3% | +126.8% | +73.1% |
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