+2.6%
MDT vs ADVB
+10.9%
-8.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.8% | +1.9% | -1.9% |
| 7D | +0.4% | -14.0% | +14.4% | +0.4% |
| 30D | +6.0% | +41.0% | -35.0% | +5.8% |
| 3M | +15.5% | +127.9% | -112.4% | +13.9% |
| 6M | +3.4% | +101.3% | -98.0% | +1.9% |
| YTD | -2.2% | +53.8% | -55.9% | -2.8% |
| 1Y | +2.6% | +4.4% | -1.8% | +2.2% |
| All | +2.6% | +10.9% | -8.3% | +2.2% |
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