+141.9%
MOD vs ABCL
+164.7%
-22.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +0.8% | -22.3% | -21.6% |
| 7D | -31.3% | -10.0% | -21.4% | -30.1% |
| 30D | -46.1% | -10.9% | -35.2% | -45.1% |
| 3M | -51.1% | +101.6% | -152.8% | -57.8% |
| 6M | -62.1% | +167.5% | -229.6% | -69.9% |
| YTD | -26.2% | +259.1% | -285.2% | -45.9% |
| 1Y | -32.6% | +152.2% | -184.7% | -46.8% |
| All | +141.9% | +164.7% | -22.7% | +68.1% |
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 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