-41.3%
MKC vs ABCL
-79.5%
+38.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.2% | -6.3% | -1.0% |
| 7D | -1.9% | +12.4% | -14.3% | -1.9% |
| 30D | +8.0% | -0.4% | +8.3% | +8.0% |
| 3M | -8.6% | +80.4% | -89.0% | -8.7% |
| 6M | +1.1% | +138.5% | -137.5% | +1.0% |
| YTD | -27.7% | +265.5% | -293.2% | -27.8% |
| 1Y | -23.7% | +219.7% | -243.4% | -23.8% |
| 3Y | -19.4% | +209.4% | -228.8% | -20.0% |
| 5Y | -33.3% | -15.0% | -18.3% | -33.9% |
| All | -41.3% | -79.5% | +38.2% | -43.2% |
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