-32.1%
MKC vs BNS
+130.5%
-162.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.2% | +0.3% |
| 7D | -1.5% | -0.4% | -1.1% | -1.4% |
| 30D | -3.1% | +3.5% | -6.6% | -3.7% |
| 3M | +5.2% | +14.1% | -8.9% | +1.9% |
| 6M | -12.8% | +33.8% | -46.6% | -18.7% |
| YTD | -23.3% | +29.5% | -52.7% | -28.1% |
| 1Y | -24.1% | +48.4% | -72.5% | -31.9% |
| 3Y | -32.1% | +129.6% | -161.7% | -46.9% |
| All | -32.1% | +130.5% | -162.6% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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