+38.2%
MCK vs ADVB
-89.8%
+128.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.5% | +7.5% | +0.1% |
| 7D | -2.9% | -12.3% | +9.3% | -2.9% |
| 30D | +0.4% | +7.8% | -7.3% | +0.5% |
| 3M | +12.1% | +104.2% | -92.1% | +11.8% |
| 6M | -5.4% | +58.1% | -63.6% | -5.5% |
| YTD | +7.8% | +40.2% | -32.5% | +7.8% |
| 1Y | +22.9% | -16.1% | +39.0% | +24.1% |
| All | +38.2% | -89.8% | +128.0% | +49.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling