+551.6%
MKC vs BNS
+1,463.9%
-912.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | -4.3% | -1.3% | -3.0% | -4.0% |
| 30D | -3.1% | +4.0% | -7.1% | -4.3% |
| 3M | +6.8% | +13.8% | -7.0% | +2.8% |
| 6M | -18.3% | +32.7% | -51.0% | -24.7% |
| YTD | -23.1% | +27.6% | -50.6% | -28.4% |
| 1Y | -23.7% | +47.4% | -71.1% | -31.8% |
| 3Y | -31.0% | +129.0% | -160.0% | -45.7% |
| 5Y | -33.5% | +92.7% | -126.2% | -45.6% |
| 10Y | +30.3% | +182.1% | -151.8% | -6.6% |
| All | +551.6% | +1,463.9% | -912.3% | +210.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling