+911.5%
BE vs MKC
+4.3%
+907.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.0% | +8.3% | +7.4% |
| 7D | +20.0% | -5.9% | +25.8% | +20.4% |
| 30D | +7.9% | -0.9% | +8.8% | +7.8% |
| 3M | -13.2% | +12.7% | -25.9% | -15.1% |
| 6M | +53.5% | -19.3% | +72.8% | +58.6% |
| YTD | +191.0% | -22.2% | +213.2% | +201.6% |
| 1Y | +360.5% | -23.3% | +383.9% | +376.6% |
| 3Y | +1,568.0% | -30.0% | +1,598.0% | +1,634.7% |
| 5Y | +1,055.2% | -33.8% | +1,088.9% | +1,088.2% |
| All | +911.5% | +4.3% | +907.2% | +1,277.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling