+45.0%
BBY vs MKC
-31.4%
+76.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.6% | +3.0% |
| 7D | +0.6% | -1.5% | +2.0% | +0.9% |
| 30D | +9.4% | -3.1% | +12.5% | +10.3% |
| 3M | +19.3% | +5.2% | +14.1% | +18.1% |
| 6M | +47.9% | -12.8% | +60.7% | +52.1% |
| YTD | +39.6% | -23.3% | +62.9% | +47.1% |
| 1Y | +22.2% | -24.1% | +46.3% | +29.0% |
| 3Y | +45.0% | -32.1% | +77.1% | +60.4% |
| All | +45.0% | -31.4% | +76.4% | +60.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling