+101.9%
MPC vs ADVB
-74.4%
+176.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.5% | +1.1% | +4.6% |
| 7D | -9.4% | -1.2% | -8.2% | -9.4% |
| 30D | -14.3% | -61.4% | +47.1% | -13.7% |
| 3M | +31.1% | -67.8% | +98.9% | +32.1% |
| 6M | +60.3% | -66.9% | +127.1% | +60.7% |
| YTD | +142.5% | -64.9% | +207.4% | +140.6% |
| All | +101.9% | -74.4% | +176.2% | +106.9% |
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