+120.9%
MPC vs ABCL
+186.8%
-65.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.3% |
| 7D | +5.4% | +0.7% | +4.7% | +5.4% |
| 30D | +31.0% | +93.1% | -62.1% | +27.6% |
| 3M | +46.0% | +79.4% | -33.4% | +42.1% |
| 6M | +77.3% | +214.9% | -137.6% | +69.9% |
| YTD | +141.9% | +234.2% | -92.3% | +128.5% |
| 1Y | +120.9% | +174.8% | -53.8% | +118.1% |
| All | +120.9% | +186.8% | -65.9% | +118.1% |
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 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