+34.0%
BN vs MKC
-35.5%
+69.5%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -1.9% |
| 7D | -1.0% | -3.0% | +2.0% | -0.2% |
| 30D | +14.0% | +4.8% | +9.1% | +12.7% |
| 3M | -9.0% | -12.8% | +3.8% | -6.0% |
| 6M | -8.8% | +5.0% | -13.9% | -10.6% |
| YTD | -10.3% | -29.1% | +18.8% | -2.5% |
| 1Y | -5.8% | -26.4% | +20.6% | +1.0% |
| 3Y | +94.8% | -21.6% | +116.4% | +102.3% |
| All | +34.0% | -35.5% | +69.5% | +57.3% |
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 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