+246.5%
BBY vs MKC
+29.9%
+216.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.6% | +2.9% |
| 7D | +0.6% | -1.5% | +2.0% | +1.1% |
| 30D | +9.4% | -3.1% | +12.5% | +10.7% |
| 3M | +19.3% | +5.2% | +14.1% | +17.0% |
| 6M | +47.9% | -12.8% | +60.7% | +54.4% |
| YTD | +39.6% | -23.3% | +62.9% | +51.6% |
| 1Y | +22.2% | -24.1% | +46.3% | +32.8% |
| 3Y | +45.0% | -32.1% | +77.1% | +62.8% |
| 5Y | +2.6% | -32.8% | +35.4% | +14.2% |
| All | +246.5% | +29.9% | +216.7% | +234.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 10y: compounded portfolio wealth divided by compounded MKC 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…
10y analysis · Full analysis span regression · 6 months rolling