-5.9%
MCD vs ADVB
-97.4%
+91.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.5% | -1.8% | +1.8% |
| 7D | +5.9% | -1.2% | +7.2% | +5.9% |
| 30D | +19.6% | -61.4% | +81.0% | +19.7% |
| 3M | +3.3% | -67.8% | +71.1% | +3.3% |
| 6M | +3.5% | -66.9% | +70.4% | +3.0% |
| YTD | -6.1% | -64.9% | +58.8% | -6.8% |
| 1Y | -3.7% | -74.8% | +71.1% | -3.8% |
| All | -5.9% | -97.4% | +91.5% | -3.7% |
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