+62.7%
MTB vs ABCL
-21.8%
+84.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.7% | -7.7% | -1.5% |
| 7D | -1.3% | -3.2% | +1.8% | -1.2% |
| 30D | +0.5% | -7.4% | +7.9% | +0.9% |
| 3M | -12.4% | +81.9% | -94.3% | -17.9% |
| 6M | +1.5% | +135.7% | -134.2% | -8.3% |
| YTD | +10.3% | +247.4% | -237.1% | -5.2% |
| 1Y | +22.2% | +162.3% | -140.1% | +8.0% |
| 3Y | +96.9% | +165.5% | -68.5% | +65.1% |
| All | +62.7% | -21.8% | +84.5% | +39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling