+339.4%
MXL vs ADVB
-97.4%
+436.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.9% | -6.6% | -3.8% |
| 7D | -15.9% | -4.1% | -11.8% | -15.8% |
| 30D | -44.0% | -60.3% | +16.2% | -44.3% |
| 3M | -21.3% | -73.3% | +52.0% | -22.2% |
| 6M | -46.1% | -65.9% | +19.8% | -46.1% |
| YTD | +208.8% | -63.9% | +272.7% | +205.3% |
| 1Y | +255.5% | -74.1% | +329.7% | +255.5% |
| All | +339.4% | -97.4% | +436.8% | +455.0% |
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 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