-31.8%
MP vs ABCL
+152.2%
-184.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +6.7% | -1.8% | +3.0% |
| 7D | -10.5% | -3.2% | -7.3% | -9.9% |
| 30D | -23.5% | -7.4% | -16.1% | -22.2% |
| 3M | -25.4% | +81.9% | -107.4% | -39.8% |
| 6M | -51.3% | +135.7% | -187.0% | -65.6% |
| YTD | -29.9% | +247.4% | -277.3% | -57.9% |
| 1Y | -31.8% | +162.3% | -194.1% | -57.5% |
| All | -31.8% | +152.2% | -184.1% | -57.5% |
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