+1,378.1%
MU vs ABCL
-81.3%
+1,459.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.2% | +7.3% | +6.3% |
| 7D | +9.0% | +0.7% | +8.3% | +8.8% |
| 30D | +13.8% | +93.1% | -79.3% | -2.4% |
| 3M | +2.1% | +79.4% | -77.4% | -11.4% |
| 6M | +153.8% | +214.9% | -61.1% | +96.3% |
| YTD | +256.4% | +234.2% | +22.2% | +169.7% |
| 1Y | +719.8% | +174.8% | +545.0% | +541.4% |
| 3Y | +1,360.4% | +104.5% | +1,255.9% | +1,019.8% |
| 5Y | +1,312.4% | -39.0% | +1,351.4% | +1,102.9% |
| All | +1,378.1% | -81.3% | +1,459.4% | +1,227.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling