+126.6%
MTB vs ABCL
-81.2%
+207.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +2.8% | +1.4% | +1.3% | +2.7% |
| 30D | -4.2% | +65.1% | -69.3% | -8.0% |
| 3M | +7.8% | +111.1% | -103.3% | +1.1% |
| 6M | +14.8% | +231.6% | -216.8% | +3.5% |
| YTD | +20.8% | +234.5% | -213.7% | +8.2% |
| 1Y | +23.1% | +174.3% | -151.2% | +11.1% |
| 3Y | +114.8% | +111.5% | +3.4% | +90.5% |
| 5Y | +103.3% | -37.3% | +140.6% | +84.0% |
| All | +126.6% | -81.2% | +207.9% | +110.7% |
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