-36.0%
MKC vs BB
-17.6%
-18.4%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.6% | +1.2% |
| 7D | -3.0% | +1.8% | -4.8% | -3.0% |
| 30D | +4.8% | +8.1% | -3.3% | +4.6% |
| 3M | -12.8% | -1.0% | -11.8% | -12.9% |
| 6M | +5.0% | +45.9% | -40.9% | +3.5% |
| YTD | -29.1% | +134.8% | -163.9% | -31.1% |
| 1Y | -26.4% | +104.6% | -131.0% | -28.2% |
| 3Y | -21.6% | +152.8% | -174.5% | -25.9% |
| All | -36.0% | -17.6% | -18.4% | -41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling