+822.0%
MU vs ABCL
-30.0%
+852.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -9.4% | -8.1% | -15.2% |
| 7D | -29.7% | -14.9% | -14.8% | -26.8% |
| 30D | -37.2% | -15.4% | -21.9% | -34.4% |
| 3M | -26.5% | +88.0% | -114.5% | -38.2% |
| 6M | +2.6% | +138.8% | -136.3% | -19.4% |
| YTD | +130.1% | +225.4% | -95.3% | +66.4% |
| 1Y | +176.7% | +137.3% | +39.4% | +113.8% |
| 3Y | +813.1% | +136.8% | +676.3% | +551.0% |
| 5Y | +822.0% | -26.2% | +848.2% | +678.5% |
| All | +822.0% | -30.0% | +852.0% | +678.5% |
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