-7.0%
MDB vs ADVB
-61.6%
+54.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +42.7% | -42.2% | 0.0% |
| 7D | +11.6% | +74.2% | -62.7% | +10.8% |
| 30D | -8.9% | -35.9% | +26.9% | -9.3% |
| 3M | -22.4% | -56.4% | +34.1% | -22.7% |
| 6M | +10.1% | -36.7% | +46.8% | +8.4% |
| YTD | -19.0% | -43.3% | +24.3% | -17.8% |
| 1Y | -7.0% | -63.4% | +56.4% | -4.8% |
| All | -7.0% | -61.6% | +54.6% | -4.8% |
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