-31.3%
MKC vs BBWI
-44.3%
+13.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | -0.1% |
| 7D | -4.3% | +1.6% | -5.9% | -4.5% |
| 30D | -2.0% | -6.2% | +4.2% | -1.6% |
| 3M | +10.0% | +4.3% | +5.7% | +9.5% |
| 6M | -18.5% | -7.2% | -11.4% | -18.4% |
| YTD | -22.4% | -3.0% | -19.4% | -22.8% |
| 1Y | -23.6% | -30.8% | +7.1% | -21.9% |
| All | -31.3% | -44.3% | +13.0% | -27.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling