-21.6%
MKC vs BBWI
-24.0%
+2.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +1.1% |
| 7D | -3.0% | +0.1% | -3.1% | -3.0% |
| 30D | +4.8% | +12.9% | -8.1% | +3.9% |
| 3M | -12.8% | +16.0% | -28.8% | -13.9% |
| 6M | +5.0% | +16.6% | -11.6% | +3.5% |
| YTD | -29.1% | +9.7% | -38.8% | -30.1% |
| 1Y | -26.4% | +1.5% | -27.9% | -27.2% |
| 3Y | -21.6% | -21.4% | -0.3% | -22.4% |
| All | -21.6% | -24.0% | +2.3% | -22.4% |
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