We introduce a spin-symmetry-broken extension of the connected determinant algorithm [Riccardo Rossi, Determinant diagrammatic Monte Carlo algorithm in the thermodynamic limit, Phys. Rev. Lett. 119, 045701 (2017).PRLTAO0031-900710.1103/PhysRevLett.119.045701]. The resulting systematic perturbative expansions around an antiferromagnetic state allow for numerically exact calculations directly inside a magnetically ordered phase. We show new precise results for the magnetic phase diagram and thermodynamics of the three-dimensional cubic Hubbard model at half-filling. With detailed computations of the order parameter in the low to intermediate-coupling regime, we establish the Néel phase boundary. The critical behavior in its vicinity is shown to be compatible with the O(3) Heisenberg universality class. By determining the evolution of the entropy with decreasing temperature through the phase transition we identify the different physical regimes at U/t=4. We provide quantitative results for several thermodynamic quantities deep inside the antiferromagnetic dome up to large interaction strengths and investigate the crossover between the Slater and Heisenberg regimes.