-32.4%
MKC vs BB
+62.2%
-94.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | -0.7% |
| 7D | -2.8% | -2.1% | -0.7% | -2.8% |
| 30D | -3.4% | -16.0% | +12.7% | -3.1% |
| 3M | +3.8% | -14.5% | +18.3% | +3.9% |
| 6M | -17.9% | +118.6% | -136.5% | -19.6% |
| YTD | -23.6% | +98.9% | -122.6% | -25.0% |
| 1Y | -23.1% | +99.5% | -122.6% | -24.8% |
| All | -32.4% | +62.2% | -94.5% | -33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling