-26.2%
MKC vs ABCL
+197.3%
-223.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.6% | +0.3% |
| 7D | -7.0% | -2.7% | -4.3% | -7.1% |
| 30D | +4.1% | -5.4% | +9.5% | +4.1% |
| 3M | -10.3% | +22.4% | -32.7% | -9.4% |
| 6M | +1.7% | +127.6% | -125.9% | +6.0% |
| YTD | -29.1% | +249.4% | -278.5% | -24.8% |
| All | -26.2% | +197.3% | -223.4% | -22.0% |
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 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