-48.3%
MUZ vs ABCL
+119.7%
-167.9%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.2% | +0.8% | +13.4% | +14.6% |
| 7D | +47.2% | -10.0% | +57.2% | +42.4% |
| 30D | +57.1% | -10.9% | +68.0% | +55.6% |
| 3M | -5.3% | +101.6% | -106.9% | +40.7% |
| All | -48.3% | +119.7% | -167.9% | +1.4% |
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 · Available span rolling