+235.5%
MGY vs ABCL
-79.6%
+315.0%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.5% | +2.2% |
| 7D | -6.1% | +2.3% | -8.4% | -6.3% |
| 30D | -3.9% | -0.7% | -3.2% | -4.1% |
| 3M | -11.0% | +33.4% | -44.4% | -13.4% |
| 6M | -15.6% | +137.8% | -153.4% | -22.1% |
| YTD | +7.8% | +264.3% | -256.5% | -4.8% |
| 1Y | +5.8% | +209.2% | -203.3% | -5.3% |
| 3Y | +16.5% | +208.4% | -191.9% | 0.0% |
| 5Y | +28.5% | -11.9% | +40.3% | +16.8% |
| All | +235.5% | -79.6% | +315.0% | +213.0% |
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