-36.8%
MKC vs ABCL
-81.3%
+44.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.3% | -1.0% |
| 7D | -5.9% | +0.7% | -6.6% | -5.9% |
| 30D | -0.9% | +93.1% | -93.9% | -1.0% |
| 3M | +12.7% | +79.4% | -66.7% | +12.6% |
| 6M | -19.3% | +214.9% | -234.2% | -19.4% |
| YTD | -22.2% | +234.2% | -256.4% | -22.4% |
| 1Y | -23.3% | +174.8% | -198.1% | -23.5% |
| 3Y | -30.0% | +104.5% | -134.5% | -30.5% |
| 5Y | -33.8% | -39.0% | +5.2% | -34.5% |
| All | -36.8% | -81.3% | +44.4% | -38.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling