+73.2%
MDB vs ADVB
-96.8%
+170.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -23.6% | +21.9% | -1.4% |
| 7D | +6.8% | +27.8% | -20.9% | +6.5% |
| 30D | -6.2% | -50.8% | +44.6% | -6.3% |
| 3M | -29.2% | -70.5% | +41.3% | -29.2% |
| 6M | +10.3% | -46.7% | +57.0% | +9.6% |
| YTD | -20.4% | -56.7% | +36.3% | -20.5% |
| 1Y | -4.8% | -71.8% | +66.9% | -4.8% |
| All | +73.2% | -96.8% | +170.0% | +128.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling