+442.9%
MXL vs ADVB
-88.8%
+531.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -3.8% | +9.8% | +6.0% |
| 7D | +15.5% | -14.0% | +29.5% | +15.3% |
| 30D | -11.3% | +41.0% | -52.3% | -10.9% |
| 3M | -16.1% | +127.9% | -144.0% | -14.4% |
| 6M | +323.0% | +101.3% | +221.7% | +320.0% |
| YTD | +281.5% | +53.8% | +227.8% | +281.8% |
| 1Y | +319.3% | +4.4% | +314.9% | +320.8% |
| All | +442.9% | -88.8% | +531.6% | +593.9% |
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 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