-37.6%
MKC vs ADVB
-97.5%
+60.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.2% | -7.5% | -3.3% |
| 7D | +2.3% | -13.9% | +16.3% | +2.2% |
| 30D | +8.1% | -68.1% | +76.2% | +7.4% |
| 3M | -6.4% | -73.4% | +67.0% | -7.1% |
| 6M | +1.8% | -70.8% | +72.6% | +0.6% |
| YTD | -26.9% | -66.1% | +39.2% | -27.6% |
| 1Y | -21.7% | -77.5% | +55.8% | -22.3% |
| All | -37.6% | -97.5% | +60.0% | -33.3% |
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