+265.1%
MU vs ADVB
-76.7%
+341.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -4.5% | -2.5% | -7.0% |
| 7D | -19.1% | -29.5% | +10.4% | -19.1% |
| 30D | -25.2% | -66.9% | +41.6% | -25.5% |
| 3M | -10.9% | -73.7% | +62.8% | -11.4% |
| 6M | +38.0% | -64.8% | +102.8% | +38.2% |
| YTD | +178.8% | -64.0% | +242.9% | +187.4% |
| 1Y | +265.1% | -77.0% | +342.1% | +304.0% |
| All | +265.1% | -76.7% | +341.8% | +304.0% |
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