+123.5%
MP vs ADVB
-88.3%
+211.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.4% |
| 7D | -2.9% | -3.8% | +0.9% | -2.8% |
| 30D | +13.8% | +17.6% | -3.8% | +13.1% |
| 3M | -16.7% | +119.1% | -135.8% | -22.0% |
| 6M | -11.5% | +103.4% | -114.9% | -19.6% |
| YTD | +7.9% | +59.8% | -51.9% | +0.7% |
| 1Y | -15.0% | +8.5% | -23.6% | -20.2% |
| All | +123.5% | -88.3% | +211.8% | +199.6% |
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