-10.8%
MDLN vs ADVB
+29.3%
-40.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | +3.7% | -3.8% | +7.5% | +3.6% |
| 30D | -0.2% | +17.6% | -17.8% | +0.6% |
| 3M | +6.2% | +119.1% | -112.9% | +10.9% |
| 6M | -14.7% | +103.4% | -118.0% | -8.8% |
| YTD | -12.9% | +59.8% | -72.7% | -4.8% |
| All | -10.8% | +29.3% | -40.0% | -0.2% |
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