-7.7%
MDB vs ADVB
-76.7%
+68.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.5% | +2.5% | -2.1% |
| 7D | -16.5% | -29.5% | +13.0% | -16.5% |
| 30D | -8.6% | -66.9% | +58.3% | -8.6% |
| 3M | -13.6% | -73.7% | +60.1% | -13.5% |
| 6M | +24.1% | -64.8% | +88.8% | +22.9% |
| YTD | -21.8% | -64.0% | +42.3% | -20.2% |
| 1Y | -7.7% | -77.0% | +69.3% | -6.8% |
| All | -7.7% | -76.7% | +68.9% | -6.8% |
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