+901.6%
MPC vs ABCL
-80.5%
+982.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.7% | -8.0% | -1.6% |
| 7D | -16.2% | -3.2% | -13.0% | -16.1% |
| 30D | -15.7% | -7.4% | -8.3% | -15.5% |
| 3M | +24.9% | +81.9% | -57.0% | +19.7% |
| 6M | +52.7% | +135.7% | -83.1% | +43.4% |
| YTD | +131.9% | +247.4% | -115.5% | +111.2% |
| 1Y | +96.6% | +162.3% | -65.6% | +82.1% |
| 3Y | +163.8% | +165.5% | -1.7% | +136.0% |
| 5Y | +533.1% | -21.3% | +554.4% | +491.7% |
| All | +901.6% | -80.5% | +982.1% | +914.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling