+111.7%
MTB vs ABCL
-79.5%
+191.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.2% | -2.9% | +2.0% |
| 7D | -0.8% | +12.4% | -13.2% | -1.6% |
| 30D | +2.4% | -0.4% | +2.8% | +2.2% |
| 3M | -10.5% | +80.4% | -90.9% | -14.9% |
| 6M | +6.4% | +138.5% | -132.1% | -1.7% |
| YTD | +12.8% | +265.5% | -252.7% | +0.1% |
| 1Y | +23.3% | +219.7% | -196.4% | +10.4% |
| 3Y | +108.2% | +209.4% | -101.2% | +80.1% |
| 5Y | +68.6% | -15.0% | +83.6% | +51.2% |
| All | +111.7% | -79.5% | +191.2% | +95.0% |
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