+476.4%
BHP vs MKC
+29.9%
+446.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.7% | -0.3% |
| 7D | -3.6% | -1.5% | -2.2% | -3.2% |
| 30D | -1.2% | -3.1% | +1.9% | -0.5% |
| 3M | +1.2% | +5.2% | -4.0% | -0.8% |
| 6M | +21.4% | -12.8% | +34.2% | +25.4% |
| YTD | +50.4% | -23.3% | +73.7% | +60.9% |
| 1Y | +67.5% | -24.1% | +91.6% | +79.2% |
| 3Y | +72.8% | -32.1% | +104.9% | +89.8% |
| 5Y | +112.6% | -32.8% | +145.4% | +130.9% |
| All | +476.4% | +29.9% | +446.6% | +436.6% |
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