+9.5%
MGY vs ADVB
-76.7%
+86.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.5% | -0.7% | -5.2% |
| 7D | -12.1% | -29.5% | +17.4% | -12.0% |
| 30D | -2.6% | -66.9% | +64.3% | -2.3% |
| 3M | -4.2% | -73.7% | +69.5% | -4.0% |
| 6M | -23.9% | -64.8% | +40.8% | -21.9% |
| YTD | +8.8% | -64.0% | +72.9% | +10.4% |
| 1Y | +9.5% | -77.0% | +86.4% | +16.2% |
| All | +9.5% | -76.7% | +86.1% | +16.2% |
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