-38.6%
MP vs ABCL
+127.6%
-166.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -9.4% | +3.3% | -3.3% |
| 7D | -19.0% | -14.9% | -4.1% | -15.3% |
| 30D | -30.5% | -15.4% | -15.1% | -27.4% |
| 3M | -29.6% | +88.0% | -117.6% | -44.2% |
| 6M | -50.4% | +138.8% | -189.3% | -65.6% |
| YTD | -33.2% | +225.4% | -258.7% | -59.5% |
| 1Y | -38.6% | +137.3% | -175.9% | -60.8% |
| All | -38.6% | +127.6% | -166.2% | -60.8% |
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