+39.1%
BP vs MKC
-31.2%
+70.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +1.8% |
| 7D | +4.0% | -4.3% | +8.3% | +4.1% |
| 30D | +7.8% | -3.1% | +10.9% | +7.9% |
| 3M | +8.4% | +6.8% | +1.6% | +8.0% |
| 6M | +15.1% | -18.3% | +33.4% | +16.5% |
| YTD | +36.4% | -23.1% | +59.5% | +38.6% |
| 1Y | +40.9% | -23.7% | +64.6% | +43.3% |
| All | +39.1% | -31.2% | +70.2% | +39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling