+1,683.3%
BE vs MKC
-31.2%
+1,714.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -3.1% |
| 7D | +23.9% | -4.3% | +28.2% | +22.5% |
| 30D | +27.8% | -3.1% | +31.0% | +27.0% |
| 3M | +3.7% | +6.8% | -3.1% | +5.9% |
| 6M | +78.0% | -18.3% | +96.3% | +81.7% |
| YTD | +209.9% | -23.1% | +233.0% | +216.1% |
| 1Y | +389.6% | -23.7% | +413.3% | +401.8% |
| All | +1,683.3% | -31.2% | +1,714.5% | +1,714.9% |
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