+113.2%
MPC vs ABCL
+189.1%
-75.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.8% | +5.2% | +2.5% |
| 7D | +9.4% | +4.4% | +5.0% | +9.3% |
| 30D | -13.4% | -7.9% | -5.6% | -13.3% |
| 3M | +18.9% | +12.2% | +6.7% | +17.9% |
| 6M | +64.9% | +134.7% | -69.8% | +62.5% |
| YTD | +156.8% | +239.8% | -83.0% | +146.2% |
| 1Y | +113.2% | +192.7% | -79.5% | +110.3% |
| All | +113.2% | +189.1% | -75.9% | +110.3% |
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