+1.3%
BBY vs MKC
-33.0%
+34.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.6% | +3.0% |
| 7D | +0.6% | -1.5% | +2.0% | +1.0% |
| 30D | +9.4% | -3.1% | +12.5% | +10.5% |
| 3M | +19.3% | +5.2% | +14.1% | +17.6% |
| 6M | +47.9% | -12.8% | +60.7% | +53.3% |
| YTD | +39.6% | -23.3% | +62.9% | +49.5% |
| 1Y | +22.2% | -24.1% | +46.3% | +31.0% |
| 3Y | +45.0% | -32.1% | +77.1% | +61.5% |
| All | +1.3% | -33.0% | +34.3% | +23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling