+9.1%
MLM vs ADVB
-88.3%
+97.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.1% |
| 7D | -2.9% | -3.8% | +0.9% | -2.9% |
| 30D | -6.8% | +17.6% | -24.4% | -7.0% |
| 3M | -11.2% | +119.1% | -130.4% | -12.4% |
| 6M | -21.8% | +103.4% | -125.2% | -23.0% |
| YTD | -17.0% | +59.8% | -76.8% | -17.9% |
| 1Y | -16.4% | +8.5% | -24.9% | -17.1% |
| All | +9.1% | -88.3% | +97.4% | +18.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling