+32.6%
MCHP vs ADVB
-88.3%
+120.9%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.5% |
| 7D | +1.7% | -3.8% | +5.5% | +1.7% |
| 30D | -4.1% | +17.6% | -21.6% | -4.5% |
| 3M | -22.5% | +119.1% | -141.6% | -26.6% |
| 6M | +7.3% | +103.4% | -96.1% | +1.0% |
| YTD | +18.4% | +59.8% | -41.5% | +12.8% |
| 1Y | +18.1% | +8.5% | +9.6% | +13.5% |
| All | +32.6% | -88.3% | +120.9% | +68.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling