+11.8%
MLM vs ADVB
-97.6%
+109.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -9.5% | +4.4% | -5.1% |
| 7D | -1.2% | -28.0% | +26.8% | -1.1% |
| 30D | +7.9% | -70.2% | +78.2% | +8.6% |
| 3M | -4.5% | -76.1% | +71.6% | -3.8% |
| 6M | -12.6% | -72.3% | +59.7% | -12.7% |
| YTD | -14.9% | -67.5% | +52.6% | -15.1% |
| 1Y | -13.1% | -78.6% | +65.5% | -12.8% |
| All | +11.8% | -97.6% | +109.5% | +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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling