+1,522.2%
MOD vs ABCL
-81.3%
+1,603.4%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +4.5% |
| 7D | +9.6% | +0.7% | +8.9% | +9.5% |
| 30D | 0.0% | +93.1% | -93.0% | -9.8% |
| 3M | -35.4% | +79.4% | -114.8% | -41.6% |
| 6M | -7.3% | +214.9% | -222.1% | -23.4% |
| YTD | +45.8% | +234.2% | -188.4% | +18.1% |
| 1Y | +43.1% | +174.8% | -131.6% | +18.8% |
| 3Y | +297.7% | +104.5% | +193.2% | +220.8% |
| 5Y | +1,478.8% | -39.0% | +1,517.8% | +1,211.7% |
| All | +1,522.2% | -81.3% | +1,603.4% | +1,311.0% |
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