+676.0%
MU vs ADVB
-97.5%
+773.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.2% | +0.9% | +5.0% |
| 7D | -22.0% | -13.9% | -8.1% | -21.8% |
| 30D | -36.6% | -68.1% | +31.5% | -35.7% |
| 3M | -21.7% | -73.4% | +51.7% | -20.6% |
| 6M | +3.5% | -70.8% | +74.3% | +4.2% |
| YTD | +141.9% | -66.1% | +208.0% | +141.8% |
| 1Y | +189.8% | -77.5% | +267.3% | +195.3% |
| All | +676.0% | -97.5% | +773.6% | +882.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling