+66.0%
BHP vs MKC
-23.4%
+89.4%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.6% |
| 7D | -5.0% | -5.9% | +0.9% | -5.5% |
| 30D | +1.2% | -0.9% | +2.0% | +1.1% |
| 3M | +1.8% | +12.7% | -10.9% | +2.7% |
| 6M | +18.0% | -19.3% | +37.3% | +20.8% |
| YTD | +52.7% | -22.2% | +74.9% | +54.9% |
| 1Y | +66.0% | -23.3% | +89.3% | +69.1% |
| All | +66.0% | -23.4% | +89.4% | +69.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling