-31.8%
MP vs ADVB
-77.7%
+45.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.2% | +0.7% | +4.9% |
| 7D | -10.5% | -13.9% | +3.4% | -10.5% |
| 30D | -23.5% | -68.1% | +44.6% | -24.0% |
| 3M | -25.4% | -73.4% | +48.0% | -26.0% |
| 6M | -51.3% | -70.8% | +19.5% | -51.6% |
| YTD | -29.9% | -66.1% | +36.2% | -28.7% |
| 1Y | -31.8% | -77.5% | +45.7% | -28.3% |
| All | -31.8% | -77.7% | +45.8% | -28.3% |
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