-9.3%
MCD vs ADVB
-72.7%
+63.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -23.6% | +23.0% | -0.8% |
| 7D | -1.6% | +27.8% | -29.4% | -1.3% |
| 30D | +14.1% | -50.8% | +64.9% | +13.9% |
| 3M | +0.6% | -70.5% | +71.1% | +0.2% |
| 6M | 0.0% | -46.7% | +46.8% | -0.3% |
| YTD | -9.3% | -56.7% | +47.4% | -9.4% |
| 1Y | -9.3% | -71.8% | +62.5% | -8.8% |
| All | -9.3% | -72.7% | +63.4% | -8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling