-33.1%
MKC vs BB
-29.9%
-3.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.0% |
| 3M | +3.8% | -14.5% | +18.3% | +4.0% |
| 6M | -17.9% | +118.6% | -136.5% | -20.1% |
| YTD | -23.6% | +98.9% | -122.6% | -25.5% |
| 1Y | -23.1% | +99.5% | -122.6% | -25.1% |
| 3Y | -31.5% | +65.4% | -96.9% | -34.3% |
| 5Y | -33.1% | -27.6% | -5.4% | -36.6% |
| All | -33.1% | -29.9% | -3.2% | -36.6% |
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 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