+27.4%
MKC vs BB
+1.6%
+25.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.4% |
| 7D | -1.5% | -0.4% | -1.1% | -1.4% |
| 30D | -3.1% | -12.5% | +9.4% | -2.7% |
| 3M | +5.2% | -17.4% | +22.6% | +5.7% |
| 6M | -12.8% | +119.1% | -132.0% | -16.2% |
| YTD | -23.3% | +102.4% | -125.7% | -26.1% |
| 1Y | -24.1% | +98.2% | -122.3% | -27.0% |
| 3Y | -32.1% | +46.9% | -79.0% | -34.9% |
| 5Y | -32.8% | -26.4% | -6.4% | -34.4% |
| All | +27.4% | +1.6% | +25.8% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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