+483.8%
MXL vs ADVB
-89.4%
+573.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -5.3% | +12.9% | +7.5% |
| 7D | +19.0% | -13.0% | +32.0% | +18.8% |
| 30D | +4.5% | +7.5% | -3.0% | +4.6% |
| 3M | -1.5% | +129.1% | -130.6% | +0.6% |
| 6M | +348.6% | +71.7% | +276.9% | +346.9% |
| YTD | +310.3% | +45.5% | +264.7% | +310.3% |
| 1Y | +344.7% | -2.7% | +347.5% | +346.7% |
| All | +483.8% | -89.4% | +573.1% | +645.8% |
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