+57.8%
MDB vs ADVB
-97.6%
+155.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -9.5% | +2.3% | -7.2% |
| 7D | -20.9% | -28.0% | +7.2% | -20.7% |
| 30D | -15.6% | -70.2% | +54.7% | -15.4% |
| 3M | -19.1% | -76.1% | +57.0% | -18.9% |
| 6M | +14.2% | -72.3% | +86.5% | +13.6% |
| YTD | -27.4% | -67.5% | +40.0% | -27.3% |
| 1Y | -13.0% | -78.6% | +65.5% | -12.8% |
| All | +57.8% | -97.6% | +155.5% | +108.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling