-34.6%
MP vs ADVB
-76.7%
+42.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -4.5% | -0.5% | -5.1% |
| 7D | -12.5% | -29.5% | +17.0% | -12.6% |
| 30D | -23.3% | -66.9% | +43.5% | -23.8% |
| 3M | -24.4% | -73.7% | +49.4% | -25.0% |
| 6M | -45.8% | -64.8% | +19.0% | -46.1% |
| YTD | -28.9% | -64.0% | +35.1% | -27.8% |
| 1Y | -34.6% | -77.0% | +42.4% | -30.8% |
| All | -34.6% | -76.7% | +42.1% | -30.8% |
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