-37.1%
MKC vs ABCL
-81.2%
+44.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -4.3% | +1.4% | -5.8% | -4.3% |
| 30D | -2.0% | +65.1% | -67.1% | -2.1% |
| 3M | +10.0% | +111.1% | -101.1% | +9.9% |
| 6M | -18.5% | +231.6% | -250.1% | -18.7% |
| YTD | -22.4% | +234.5% | -256.9% | -22.6% |
| 1Y | -23.6% | +174.3% | -198.0% | -23.8% |
| 3Y | -30.4% | +111.5% | -141.9% | -30.9% |
| 5Y | -34.2% | -37.3% | +3.1% | -34.9% |
| All | -37.1% | -81.2% | +44.2% | -39.1% |
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 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