+49.4%
MP vs ADVB
-97.4%
+146.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +6.6% | -3.6% | +2.7% |
| 7D | -3.6% | -4.1% | +0.5% | -3.5% |
| 30D | -21.0% | -60.3% | +39.3% | -19.0% |
| 3M | -33.3% | -73.3% | +40.0% | -31.1% |
| 6M | -45.9% | -65.9% | +20.0% | -46.3% |
| YTD | -27.8% | -63.9% | +36.0% | -30.1% |
| 1Y | -43.2% | -74.1% | +31.0% | -42.9% |
| All | +49.4% | -97.4% | +146.8% | +108.1% |
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 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