-32.9%
MKC vs ABCL
-41.3%
+8.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.3% | -0.9% |
| 7D | -5.9% | +0.7% | -6.6% | -5.9% |
| 30D | -0.9% | +93.1% | -93.9% | -1.2% |
| 3M | +12.7% | +79.4% | -66.7% | +12.4% |
| 6M | -19.3% | +214.9% | -234.2% | -19.8% |
| YTD | -22.2% | +234.2% | -256.4% | -22.8% |
| 1Y | -23.3% | +174.8% | -198.1% | -23.9% |
| 3Y | -30.0% | +104.5% | -134.5% | -30.9% |
| All | -32.9% | -41.3% | +8.3% | -34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling