+113.1%
BHP vs MKC
-33.9%
+147.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.7% | -4.6% | -5.2% |
| 7D | -3.7% | -2.8% | -0.9% | -3.2% |
| 30D | -0.8% | -3.4% | +2.5% | -0.3% |
| 3M | +7.6% | +3.8% | +3.8% | +6.4% |
| 6M | +20.8% | -17.9% | +38.7% | +26.2% |
| YTD | +50.8% | -23.6% | +74.4% | +59.9% |
| 1Y | +70.9% | -23.1% | +94.0% | +80.5% |
| 3Y | +78.0% | -31.5% | +109.5% | +93.5% |
| 5Y | +113.1% | -33.1% | +146.2% | +136.5% |
| All | +113.1% | -33.9% | +147.0% | +136.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling