+808.8%
MU vs ABCL
+139.9%
+669.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -9.4% | -8.1% | -15.0% |
| 7D | -29.7% | -14.9% | -14.8% | -26.6% |
| 30D | -37.2% | -15.4% | -21.9% | -34.3% |
| 3M | -26.5% | +88.0% | -114.5% | -38.8% |
| 6M | +2.6% | +138.8% | -136.3% | -20.6% |
| YTD | +130.1% | +225.4% | -95.3% | +63.3% |
| 1Y | +176.7% | +137.3% | +39.4% | +110.2% |
| All | +808.8% | +139.9% | +669.0% | +523.1% |
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