+1,134.1%
MKC vs BB
+258.8%
+875.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -5.9% | -5.6% | -0.2% | -5.7% |
| 30D | -0.9% | -11.8% | +10.9% | -0.6% |
| 3M | +12.7% | -25.5% | +38.3% | +13.4% |
| 6M | -19.3% | +121.3% | -140.6% | -21.5% |
| YTD | -22.2% | +103.2% | -125.3% | -24.1% |
| 1Y | -23.3% | +102.6% | -126.0% | -25.4% |
| 3Y | -30.0% | +37.5% | -67.5% | -31.8% |
| 5Y | -33.8% | -30.4% | -3.3% | -34.8% |
| 10Y | +24.4% | 0.0% | +24.4% | +17.8% |
| All | +1,134.1% | +258.8% | +875.3% | +1,042.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling