+4.8%
MOH vs ABCL
-81.0%
+85.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.0% | +0.3% |
| 7D | -3.1% | +4.4% | -7.5% | -3.1% |
| 30D | +0.2% | -7.9% | +8.0% | +0.2% |
| 3M | +1.8% | +12.2% | -10.4% | +1.8% |
| 6M | +9.5% | +134.7% | -125.2% | +9.5% |
| YTD | +20.9% | +239.8% | -218.8% | +21.4% |
| 1Y | +48.8% | +192.7% | -143.9% | +49.6% |
| 3Y | -41.4% | +187.6% | -229.0% | -41.4% |
| 5Y | -33.0% | -22.6% | -10.4% | -32.1% |
| All | +4.8% | -81.0% | +85.8% | +9.1% |
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 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