+13.9%
MCHP vs ADVB
-74.4%
+88.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.5% | +1.9% | +5.4% |
| 7D | -19.2% | -1.2% | -18.0% | -19.2% |
| 30D | -18.6% | -61.4% | +42.8% | -18.6% |
| 3M | -26.9% | -67.8% | +40.9% | -27.1% |
| 6M | -37.2% | -66.9% | +29.6% | -38.4% |
| YTD | -1.8% | -64.9% | +63.1% | -2.2% |
| All | +13.9% | -74.4% | +88.3% | +15.2% |
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