+178.6%
MPC vs ADVB
-97.5%
+276.1%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.2% | -5.4% | -1.3% |
| 7D | -16.2% | -13.9% | -2.3% | -16.0% |
| 30D | -15.7% | -68.1% | +52.4% | -14.3% |
| 3M | +24.9% | -73.4% | +98.3% | +27.1% |
| 6M | +52.7% | -70.8% | +123.4% | +53.3% |
| YTD | +131.9% | -66.1% | +198.0% | +129.5% |
| 1Y | +96.6% | -77.5% | +174.1% | +97.6% |
| All | +178.6% | -97.5% | +276.1% | +224.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling