+707.6%
MKC vs BG
+1,181.2%
-473.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -4.3% | +0.5% | -4.8% | -4.4% |
| 30D | -3.1% | +10.3% | -13.4% | -4.5% |
| 3M | +6.8% | -1.9% | +8.7% | +6.9% |
| 6M | -18.3% | +5.2% | -23.6% | -19.3% |
| YTD | -23.1% | +41.2% | -64.2% | -27.2% |
| 1Y | -23.7% | +50.5% | -74.2% | -28.6% |
| 3Y | -31.0% | +19.9% | -50.9% | -33.8% |
| 5Y | -33.5% | +86.7% | -120.2% | -40.9% |
| 10Y | +30.3% | +167.5% | -137.2% | +5.9% |
| All | +707.6% | +1,181.2% | -473.6% | +451.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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