+75.2%
MDB vs ADVB
-97.1%
+172.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +10.0% | -8.1% | +1.8% |
| 7D | +3.0% | +10.5% | -7.5% | +2.9% |
| 30D | -11.3% | -56.0% | +44.7% | -11.3% |
| 3M | -23.0% | -70.1% | +47.1% | -22.9% |
| 6M | +14.8% | -53.7% | +68.4% | +14.1% |
| YTD | -19.4% | -60.3% | +40.8% | -19.5% |
| 1Y | -9.0% | -73.1% | +64.2% | -8.9% |
| All | +75.2% | -97.1% | +172.3% | +131.3% |
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