+58.1%
MP vs ABCL
-41.3%
+99.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.7% |
| 7D | -2.9% | +0.7% | -3.6% | -3.1% |
| 30D | +13.8% | +93.1% | -79.3% | -6.8% |
| 3M | -16.7% | +79.4% | -96.1% | -31.3% |
| 6M | -11.5% | +214.9% | -226.4% | -38.5% |
| YTD | +7.9% | +234.2% | -226.3% | -26.8% |
| 1Y | -15.0% | +174.8% | -189.8% | -41.0% |
| 3Y | +153.5% | +104.5% | +49.0% | +75.4% |
| All | +58.1% | -41.3% | +99.4% | +38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling