+27.9%
MGY vs ADVB
-89.4%
+117.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.3% | +6.7% | +1.4% |
| 7D | +1.5% | -13.0% | +14.5% | +1.7% |
| 30D | +6.8% | +7.5% | -0.6% | +6.7% |
| 3M | +2.6% | +129.1% | -126.5% | +0.7% |
| 6M | -3.1% | +71.7% | -74.8% | -5.0% |
| YTD | +29.4% | +45.5% | -16.1% | +27.2% |
| 1Y | +22.3% | -2.7% | +25.1% | +21.4% |
| All | +27.9% | -89.4% | +117.3% | +53.5% |
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