+903.4%
MU vs ABCL
-80.5%
+983.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +6.7% | -1.6% | +3.7% |
| 7D | -22.0% | -3.2% | -18.8% | -21.3% |
| 30D | -36.6% | -7.4% | -29.2% | -35.3% |
| 3M | -21.7% | +81.9% | -103.6% | -31.9% |
| 6M | +3.5% | +135.7% | -132.2% | -15.3% |
| YTD | +141.9% | +247.4% | -105.4% | +81.7% |
| 1Y | +189.8% | +162.3% | +27.6% | +128.7% |
| 3Y | +855.4% | +165.5% | +689.9% | +605.5% |
| 5Y | +869.2% | -21.3% | +890.4% | +707.3% |
| All | +903.4% | -80.5% | +983.9% | +794.0% |
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