+540.9%
MPC vs ABCL
-30.0%
+570.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -9.4% | +5.5% | -3.4% |
| 7D | -12.8% | -14.9% | +2.1% | -12.0% |
| 30D | -12.7% | -15.4% | +2.6% | -12.0% |
| 3M | +27.1% | +88.0% | -60.9% | +21.0% |
| 6M | +45.8% | +138.8% | -93.1% | +35.8% |
| YTD | +134.7% | +225.4% | -90.7% | +112.3% |
| 1Y | +106.0% | +137.3% | -31.3% | +90.4% |
| 3Y | +165.5% | +136.8% | +28.7% | +135.3% |
| 5Y | +540.9% | -26.2% | +567.1% | +491.8% |
| All | +540.9% | -30.0% | +570.9% | +491.8% |
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 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