+28.4%
MTB vs ADVB
-97.5%
+125.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.2% | -5.1% | -1.0% |
| 7D | -1.3% | -13.9% | +12.6% | -1.2% |
| 30D | +0.5% | -68.1% | +68.6% | +1.7% |
| 3M | -12.4% | -73.4% | +61.0% | -11.3% |
| 6M | +1.5% | -70.8% | +72.3% | +1.5% |
| YTD | +10.3% | -66.1% | +76.4% | +9.8% |
| 1Y | +22.2% | -77.5% | +99.7% | +22.8% |
| All | +28.4% | -97.5% | +125.9% | +43.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling