+16.8%
MDT vs ADVB
-96.8%
+113.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -23.6% | +25.4% | +1.9% |
| 7D | +1.0% | +27.8% | -26.7% | +0.9% |
| 30D | +9.2% | -50.8% | +59.9% | +9.5% |
| 3M | +14.5% | -70.5% | +85.0% | +15.2% |
| 6M | +37.3% | -46.7% | +84.0% | +36.3% |
| YTD | +9.8% | -56.7% | +66.5% | +9.1% |
| 1Y | +10.5% | -71.8% | +82.3% | +10.5% |
| All | +16.8% | -96.8% | +113.7% | +22.0% |
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