+140.1%
BP vs MKC
+24.3%
+115.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.4% | +1.4% |
| 7D | +2.5% | -7.3% | +9.8% | +3.6% |
| 30D | -5.6% | +4.0% | -9.5% | -6.3% |
| 3M | +8.0% | -11.5% | +19.5% | +9.7% |
| 6M | +5.7% | +1.1% | +4.6% | +4.7% |
| YTD | +36.8% | -29.9% | +66.7% | +43.9% |
| 1Y | +30.7% | -27.0% | +57.7% | +36.4% |
| 3Y | +51.6% | -22.3% | +73.9% | +54.5% |
| 5Y | +112.2% | -36.0% | +148.2% | +121.4% |
| All | +140.1% | +24.3% | +115.7% | +129.7% |
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