-1.6%
MDLN vs ADVB
-70.9%
+69.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | -4.5% | +22.9% | +18.2% |
| 7D | +24.7% | -29.5% | +54.2% | +23.5% |
| 30D | +12.7% | -66.9% | +79.6% | +9.5% |
| 3M | -4.0% | -73.7% | +69.7% | -7.0% |
| 6M | -8.7% | -64.8% | +56.1% | -8.4% |
| YTD | -3.9% | -64.0% | +60.1% | +0.8% |
| All | -1.6% | -70.9% | +69.3% | +5.8% |
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