+39.4%
MCK vs ADVB
-88.8%
+128.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.8% | +1.7% | -2.1% |
| 7D | -1.9% | -14.0% | +12.0% | -2.0% |
| 30D | +2.4% | +41.0% | -38.6% | +2.4% |
| 3M | +16.1% | +127.9% | -111.8% | +15.8% |
| 6M | -3.1% | +101.3% | -104.4% | -3.4% |
| YTD | +8.7% | +53.8% | -45.1% | +8.7% |
| 1Y | +28.1% | +4.4% | +23.7% | +28.7% |
| All | +39.4% | -88.8% | +128.2% | +51.1% |
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