+96.9%
MTB vs ABCL
+156.0%
-59.1%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.7% | -7.7% | -1.4% |
| 7D | -1.3% | -3.2% | +1.8% | -1.2% |
| 30D | +0.5% | -7.4% | +7.9% | +0.8% |
| 3M | -12.4% | +81.9% | -94.3% | -17.2% |
| 6M | +1.5% | +135.7% | -134.2% | -7.4% |
| YTD | +10.3% | +247.4% | -237.1% | -4.0% |
| 1Y | +22.2% | +162.3% | -140.1% | +9.3% |
| 3Y | +96.9% | +165.5% | -68.5% | +67.2% |
| All | +96.9% | +156.0% | -59.1% | +67.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling