+661.6%
MOD vs ABCL
-81.8%
+743.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -9.4% | +2.1% | -6.0% |
| 7D | -34.2% | -14.9% | -19.2% | -32.7% |
| 30D | -51.9% | -15.4% | -36.5% | -50.7% |
| 3M | -53.0% | +88.0% | -141.0% | -57.6% |
| 6M | -66.4% | +138.8% | -205.2% | -71.1% |
| YTD | -31.5% | +225.4% | -257.0% | -44.5% |
| 1Y | -39.6% | +137.3% | -176.9% | -48.8% |
| 3Y | +116.8% | +136.8% | -20.0% | +72.6% |
| 5Y | +713.8% | -26.2% | +740.0% | +578.3% |
| All | +661.6% | -81.8% | +743.3% | +563.2% |
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