-18.3%
MKC vs BR
-14.2%
-4.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.0% | +2.4% | +4.8% |
| 7D | +9.6% | +7.0% | +2.6% | +8.1% |
| 30D | +12.0% | +19.0% | -7.0% | +8.8% |
| 3M | -2.0% | +13.1% | -15.1% | -4.2% |
| 6M | +7.2% | +24.6% | -17.4% | +2.6% |
| YTD | -23.7% | -13.6% | -10.1% | -25.8% |
| 1Y | -18.3% | -13.1% | -5.2% | -21.0% |
| All | -18.3% | -14.2% | -4.1% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling