+62.1%
MDB vs ADVB
-97.5%
+159.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.2% | -1.5% | +2.7% |
| 7D | -11.4% | -13.9% | +2.5% | -11.3% |
| 30D | -13.8% | -68.1% | +54.3% | -13.7% |
| 3M | -15.5% | -73.4% | +57.9% | -15.2% |
| 6M | +17.9% | -70.8% | +88.7% | +17.3% |
| YTD | -25.5% | -66.1% | +40.6% | -25.4% |
| 1Y | -12.1% | -77.5% | +65.4% | -11.8% |
| All | +62.1% | -97.5% | +159.6% | +114.3% |
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