+228.8%
MU vs ADVB
-72.7%
+301.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -23.6% | +21.0% | -2.1% |
| 7D | +12.8% | +27.8% | -15.0% | +12.3% |
| 30D | -14.9% | -50.8% | +35.9% | -15.2% |
| 3M | -18.0% | -70.5% | +52.5% | -18.7% |
| 6M | -3.1% | -46.7% | +43.6% | -2.1% |
| YTD | +172.9% | -56.7% | +229.6% | +180.3% |
| 1Y | +228.8% | -71.8% | +300.6% | +260.9% |
| All | +228.8% | -72.7% | +301.5% | +260.9% |
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