-21.6%
MKC vs ABCL
+185.8%
-207.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.2% |
| 7D | -3.0% | -3.3% | +0.3% | -3.0% |
| 30D | +4.8% | -7.1% | +11.9% | +4.8% |
| 3M | -12.8% | +4.7% | -17.6% | -12.7% |
| 6M | +5.0% | +140.9% | -135.9% | +5.9% |
| YTD | -29.1% | +236.0% | -265.0% | -28.4% |
| 1Y | -26.4% | +217.4% | -243.8% | -25.7% |
| 3Y | -21.6% | +188.7% | -210.3% | -22.1% |
| All | -21.6% | +185.8% | -207.4% | -22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling