+3,393.7%
MKC vs BBWI
+1,034.6%
+2,359.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.8% | -1.3% |
| 7D | -5.9% | +1.5% | -7.4% | -6.1% |
| 30D | -0.9% | -5.2% | +4.3% | -0.4% |
| 3M | +12.7% | +11.1% | +1.6% | +11.1% |
| 6M | -19.3% | -13.4% | -5.9% | -18.7% |
| YTD | -22.2% | +0.1% | -22.3% | -23.0% |
| 1Y | -23.3% | -36.1% | +12.8% | -20.9% |
| 3Y | -30.0% | -44.1% | +14.1% | -28.4% |
| 5Y | -33.8% | -66.2% | +32.5% | -30.1% |
| 10Y | +24.4% | -54.8% | +79.2% | +16.6% |
| All | +3,393.7% | +1,034.6% | +2,359.1% | +1,734.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling