-33.5%
MKC vs ADVB
-88.3%
+54.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -1.0% |
| 7D | -5.9% | -3.8% | -2.1% | -5.9% |
| 30D | -0.9% | +17.6% | -18.4% | -0.8% |
| 3M | +12.7% | +119.1% | -106.4% | +12.4% |
| 6M | -19.3% | +103.4% | -122.7% | -19.5% |
| YTD | -22.2% | +59.8% | -82.0% | -22.3% |
| 1Y | -23.3% | +8.5% | -31.9% | -23.3% |
| All | -33.5% | -88.3% | +54.8% | -28.4% |
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