-8.5%
MCD vs ADVB
-95.9%
+87.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +42.7% | -43.1% | -0.3% |
| 7D | -1.6% | +74.2% | -75.8% | -1.4% |
| 30D | +16.0% | -35.9% | +51.9% | +16.3% |
| 3M | 0.0% | -56.4% | +56.4% | +0.2% |
| 6M | +0.9% | -36.7% | +37.7% | +0.4% |
| YTD | -8.7% | -43.3% | +34.6% | -9.2% |
| 1Y | -8.6% | -63.4% | +54.8% | -8.3% |
| All | -8.5% | -95.9% | +87.3% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 10y: compounded portfolio wealth divided by compounded ADVB 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…
10y analysis · Full analysis span regression · 6 months rolling