+934.0%
BE vs MKC
+2.3%
+931.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -4.0% |
| 7D | +9.7% | -2.8% | +12.6% | +9.9% |
| 30D | +22.4% | -3.4% | +25.8% | +22.5% |
| 3M | +10.4% | +3.8% | +6.6% | +9.2% |
| 6M | +67.9% | -17.9% | +85.8% | +72.5% |
| YTD | +197.5% | -23.6% | +221.1% | +208.6% |
| 1Y | +310.6% | -23.1% | +333.6% | +323.0% |
| 3Y | +1,657.2% | -31.5% | +1,688.8% | +1,731.3% |
| 5Y | +1,218.2% | -33.1% | +1,251.2% | +1,245.3% |
| All | +934.0% | +2.3% | +931.6% | +1,309.6% |
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