+26.2%
MGY vs ADVB
-88.8%
+115.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.8% | +6.1% | +2.4% |
| 7D | -0.9% | -14.0% | +13.1% | -0.7% |
| 30D | +10.1% | +41.0% | -30.9% | +9.5% |
| 3M | -1.5% | +127.9% | -129.4% | -3.2% |
| 6M | -4.9% | +101.3% | -106.3% | -7.3% |
| YTD | +27.7% | +53.8% | -26.1% | +25.4% |
| 1Y | +20.1% | +4.4% | +15.6% | +18.9% |
| All | +26.2% | -88.8% | +115.0% | +51.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling