+104.7%
MLM vs ABCL
-81.8%
+186.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -9.4% | +4.2% | -4.6% |
| 7D | -1.2% | -14.9% | +13.7% | -0.3% |
| 30D | +7.9% | -15.4% | +23.3% | +8.9% |
| 3M | -4.5% | +88.0% | -92.5% | -9.5% |
| 6M | -12.6% | +138.8% | -151.5% | -19.4% |
| YTD | -14.9% | +225.4% | -240.3% | -23.8% |
| 1Y | -13.1% | +137.3% | -150.4% | -20.5% |
| 3Y | +21.2% | +136.8% | -115.6% | +6.8% |
| 5Y | +32.0% | -26.2% | +58.2% | +21.2% |
| All | +104.7% | -81.8% | +186.4% | +107.1% |
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 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