-23.1%
MKC vs BBWI
-35.0%
+11.9%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.7% | -0.7% |
| 7D | -2.8% | -8.0% | +5.2% | -2.4% |
| 30D | -3.4% | -6.6% | +3.2% | -3.1% |
| 3M | +3.8% | -2.7% | +6.5% | +4.1% |
| 6M | -17.9% | -12.8% | -5.2% | -17.6% |
| YTD | -23.6% | -10.5% | -13.1% | -23.5% |
| 1Y | -23.1% | -35.3% | +12.3% | -19.5% |
| All | -23.1% | -35.0% | +11.9% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling