+356.4%
MXL vs ADVB
-97.4%
+453.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +3.5% | +10.1% | +13.6% |
| 7D | -8.8% | -1.2% | -7.6% | -8.8% |
| 30D | -41.9% | -61.4% | +19.5% | -42.1% |
| 3M | -25.4% | -67.8% | +42.4% | -26.0% |
| 6M | -44.0% | -66.9% | +22.9% | -44.0% |
| YTD | +220.8% | -64.9% | +285.7% | +217.2% |
| 1Y | +278.8% | -74.8% | +353.5% | +278.8% |
| All | +356.4% | -97.4% | +453.8% | +476.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling