+6,918.4%
MCK vs BN
+16,031.3%
-9,112.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.9% |
| 7D | -4.4% | -5.9% | +1.5% | -3.0% |
| 30D | -2.2% | -15.1% | +12.9% | +1.6% |
| 3M | +11.6% | -14.6% | +26.1% | +15.6% |
| 6M | -4.9% | -8.4% | +3.5% | -3.5% |
| YTD | +7.7% | -16.8% | +24.5% | +11.4% |
| 1Y | +25.2% | -14.4% | +39.6% | +28.2% |
| 3Y | +112.1% | +70.1% | +42.0% | +76.8% |
| 5Y | +345.8% | +33.5% | +312.3% | +286.4% |
| 10Y | +439.7% | +260.2% | +179.5% | +252.8% |
| All | +6,918.4% | +16,031.3% | -9,112.9% | +2,644.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 all: compounded portfolio wealth divided by compounded BN 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…
all analysis · Full analysis span regression · 6 months rolling