+33.2%
BN vs MKC
-34.7%
+67.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.7% |
| 7D | -3.0% | -4.3% | +1.3% | -2.0% |
| 30D | -13.0% | -3.1% | -9.9% | -12.4% |
| 3M | -15.2% | +6.8% | -22.0% | -17.0% |
| 6M | -5.9% | -18.3% | +12.4% | -1.0% |
| YTD | -15.8% | -23.1% | +7.3% | -10.2% |
| 1Y | -12.2% | -23.7% | +11.5% | -6.4% |
| 3Y | +72.2% | -31.0% | +103.2% | +88.7% |
| 5Y | +33.2% | -33.5% | +66.7% | +47.8% |
| All | +33.2% | -34.7% | +67.9% | +47.8% |
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