+255.5%
MXL vs ADVB
-73.6%
+329.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.9% | -6.6% | -3.7% |
| 7D | -15.9% | -4.1% | -11.8% | -15.9% |
| 30D | -44.0% | -60.3% | +16.2% | -45.2% |
| 3M | -21.3% | -73.3% | +52.0% | -24.0% |
| 6M | -46.1% | -65.9% | +19.8% | -46.1% |
| YTD | +208.8% | -63.9% | +272.7% | +209.1% |
| 1Y | +255.5% | -74.1% | +329.7% | +271.5% |
| All | +255.5% | -73.6% | +329.2% | +271.5% |
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