+69.6%
MDB vs ADVB
-97.4%
+167.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.5% | +1.1% | +4.6% |
| 7D | -0.9% | -1.2% | +0.3% | -0.9% |
| 30D | -15.2% | -61.4% | +46.2% | -15.0% |
| 3M | -17.9% | -67.8% | +49.9% | -17.6% |
| 6M | +9.3% | -66.9% | +76.2% | +8.7% |
| YTD | -22.0% | -64.9% | +42.9% | -22.0% |
| 1Y | -9.3% | -74.8% | +65.4% | -9.2% |
| All | +69.6% | -97.4% | +167.1% | +124.2% |
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