+99.6%
MLM vs ABCL
-81.3%
+180.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.4% | +1.2% |
| 7D | -2.9% | +0.7% | -3.6% | -3.0% |
| 30D | -6.8% | +93.1% | -99.9% | -11.5% |
| 3M | -11.2% | +79.4% | -90.7% | -15.7% |
| 6M | -21.8% | +214.9% | -236.7% | -29.2% |
| YTD | -17.0% | +234.2% | -251.2% | -25.5% |
| 1Y | -16.4% | +174.8% | -191.1% | -24.4% |
| 3Y | +14.5% | +104.5% | -90.0% | +2.2% |
| 5Y | +41.7% | -39.0% | +80.8% | +30.5% |
| All | +99.6% | -81.3% | +180.9% | +102.4% |
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