+109.3%
MTB vs ABCL
-80.4%
+189.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.9% | +0.1% |
| 7D | -2.0% | -2.7% | +0.7% | -1.9% |
| 30D | +0.1% | -5.4% | +5.6% | +0.3% |
| 3M | -12.1% | +22.4% | -34.6% | -13.8% |
| 6M | +7.3% | +127.6% | -120.3% | -0.6% |
| YTD | +11.5% | +249.4% | -237.9% | -0.8% |
| 1Y | +21.3% | +198.0% | -176.7% | +9.1% |
| 3Y | +104.1% | +195.8% | -91.7% | +77.1% |
| 5Y | +61.8% | -20.6% | +82.4% | +45.6% |
| All | +109.3% | -80.4% | +189.7% | +93.3% |
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 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