+141.1%
BP vs MKC
-34.7%
+175.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +1.8% |
| 7D | +4.0% | -4.3% | +8.3% | +4.3% |
| 30D | +7.8% | -3.1% | +10.9% | +8.0% |
| 3M | +8.4% | +6.8% | +1.6% | +7.7% |
| 6M | +15.1% | -18.3% | +33.4% | +16.9% |
| YTD | +36.4% | -23.1% | +59.5% | +39.2% |
| 1Y | +40.9% | -23.7% | +64.6% | +43.9% |
| 3Y | +38.8% | -31.0% | +69.9% | +43.3% |
| 5Y | +141.1% | -33.5% | +174.6% | +155.5% |
| All | +141.1% | -34.7% | +175.8% | +155.5% |
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