-34.6%
MP vs ABCL
+138.2%
-172.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.8% | -5.9% | -5.3% |
| 7D | -12.5% | -10.0% | -2.6% | -10.1% |
| 30D | -23.3% | -10.9% | -12.4% | -21.2% |
| 3M | -24.4% | +101.6% | -126.0% | -41.1% |
| 6M | -45.8% | +167.5% | -213.3% | -63.6% |
| YTD | -28.9% | +259.1% | -288.0% | -58.0% |
| 1Y | -34.6% | +152.2% | -186.7% | -59.8% |
| All | -34.6% | +138.2% | -172.8% | -59.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling