+321.2%
MOD vs ABCL
+104.5%
+216.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +4.5% |
| 7D | +9.6% | +0.7% | +8.9% | +9.4% |
| 30D | 0.0% | +93.1% | -93.0% | -12.6% |
| 3M | -35.4% | +79.4% | -114.8% | -43.5% |
| 6M | -7.3% | +214.9% | -222.1% | -28.6% |
| YTD | +45.8% | +234.2% | -188.4% | +9.0% |
| 1Y | +43.1% | +174.8% | -131.6% | +10.9% |
| All | +321.2% | +104.5% | +216.7% | +212.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling