+107.6%
MTB vs ABCL
+185.8%
-78.2%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.7% |
| 7D | +1.5% | -3.3% | +4.8% | +1.8% |
| 30D | +2.3% | -7.1% | +9.5% | +2.6% |
| 3M | -12.1% | +4.7% | -16.9% | -13.0% |
| 6M | +9.8% | +140.9% | -131.1% | +0.1% |
| YTD | +12.0% | +236.0% | -224.0% | -2.1% |
| 1Y | +22.0% | +217.4% | -195.4% | +7.2% |
| 3Y | +107.6% | +188.7% | -81.1% | +73.6% |
| All | +107.6% | +185.8% | -78.2% | +73.6% |
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