-39.7%
MOH vs ABCL
+103.9%
-143.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.3% | -1.2% |
| 7D | -4.2% | -2.7% | -1.5% | -4.2% |
| 30D | -2.4% | +18.3% | -20.7% | -2.0% |
| 3M | -4.4% | +108.5% | -112.9% | -2.2% |
| 6M | +32.9% | +213.9% | -181.0% | +39.1% |
| YTD | +11.9% | +223.1% | -211.2% | +18.5% |
| 1Y | +6.9% | +160.6% | -153.7% | +12.8% |
| All | -39.7% | +103.9% | -143.6% | -34.3% |
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