-17.0%
MDLN vs ADVB
+17.7%
-34.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.3% | +3.5% | -2.0% |
| 7D | -6.2% | -13.0% | +6.8% | -6.6% |
| 30D | +0.7% | +7.5% | -6.7% | +1.0% |
| 3M | -5.4% | +129.1% | -134.6% | -1.3% |
| 6M | -21.6% | +71.7% | -93.3% | -17.0% |
| YTD | -18.9% | +45.5% | -64.5% | -11.7% |
| All | -17.0% | +17.7% | -34.7% | -7.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling