+39.8%
MCK vs ADVB
-89.4%
+129.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.3% | +5.6% | +0.3% |
| 7D | -3.6% | -13.0% | +9.4% | -3.6% |
| 30D | +1.4% | +7.5% | -6.0% | +1.5% |
| 3M | +13.8% | +129.1% | -115.3% | +13.5% |
| 6M | -5.2% | +71.7% | -76.9% | -5.3% |
| YTD | +9.0% | +45.5% | -36.5% | +9.0% |
| 1Y | +26.9% | -2.7% | +29.6% | +27.6% |
| All | +39.8% | -89.4% | +129.2% | +51.6% |
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