-14.4%
BN vs MKC
-23.8%
+9.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.2% |
| 7D | -5.9% | -2.8% | -3.0% | -5.9% |
| 30D | -15.1% | -3.4% | -11.7% | -15.1% |
| 3M | -14.6% | +3.8% | -18.3% | -14.5% |
| 6M | -8.4% | -17.9% | +9.5% | -9.2% |
| YTD | -16.8% | -23.6% | +6.8% | -18.1% |
| 1Y | -14.4% | -23.1% | +8.7% | -15.3% |
| All | -14.4% | -23.8% | +9.4% | -15.3% |
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 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