+945.0%
MPC vs ABCL
-81.3%
+1,026.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.4% |
| 7D | +5.4% | +0.7% | +4.7% | +5.4% |
| 30D | +31.0% | +93.1% | -62.1% | +25.6% |
| 3M | +46.0% | +79.4% | -33.4% | +40.1% |
| 6M | +77.3% | +214.9% | -137.6% | +63.8% |
| YTD | +141.9% | +234.2% | -92.3% | +121.6% |
| 1Y | +120.9% | +174.8% | -53.8% | +104.1% |
| 3Y | +182.7% | +104.5% | +78.2% | +157.3% |
| 5Y | +646.4% | -39.0% | +685.4% | +605.4% |
| All | +945.0% | -81.3% | +1,026.3% | +964.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling