+228.8%
MU vs ABCL
+198.4%
+30.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.2% |
| 7D | +12.8% | -3.3% | +16.1% | +13.8% |
| 30D | -14.9% | -7.1% | -7.7% | -12.7% |
| 3M | -18.0% | +4.7% | -22.8% | -19.5% |
| 6M | -3.1% | +140.9% | -144.0% | -29.8% |
| YTD | +172.9% | +236.0% | -63.1% | +69.8% |
| 1Y | +228.8% | +217.4% | +11.4% | +110.3% |
| All | +228.8% | +198.4% | +30.4% | +110.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling