+705.1%
MOD vs ABCL
-80.5%
+785.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +6.7% | -1.0% | +4.8% |
| 7D | -25.5% | -3.2% | -22.4% | -25.2% |
| 30D | -49.0% | -7.4% | -41.6% | -48.4% |
| 3M | -49.8% | +81.9% | -131.7% | -54.4% |
| 6M | -64.8% | +135.7% | -200.5% | -69.7% |
| YTD | -27.6% | +247.4% | -275.0% | -41.9% |
| 1Y | -35.2% | +162.3% | -197.5% | -45.9% |
| 3Y | +137.1% | +165.5% | -28.3% | +86.2% |
| 5Y | +760.3% | -21.3% | +781.6% | +610.5% |
| All | +705.1% | -80.5% | +785.6% | +594.7% |
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