+1,709.5%
BE vs MKC
-21.4%
+1,730.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.2% | -6.1% | -4.4% |
| 7D | +10.8% | -3.0% | +13.8% | +9.4% |
| 30D | -19.8% | +4.8% | -24.6% | -17.7% |
| 3M | -18.7% | -12.8% | -5.9% | -21.8% |
| 6M | -33.7% | +5.0% | -38.8% | -32.2% |
| YTD | +121.0% | -29.1% | +150.0% | +116.6% |
| 1Y | +85.4% | -26.4% | +111.8% | +82.2% |
| 3Y | +1,709.5% | -21.6% | +1,731.1% | +1,442.1% |
| All | +1,709.5% | -21.4% | +1,730.9% | +1,442.1% |
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 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