-32.5%
MKC vs BR
+8.0%
-40.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -1.5% | -3.0% | +1.5% | -0.7% |
| 30D | -3.1% | -0.3% | -2.8% | -3.1% |
| 3M | +5.2% | +17.3% | -12.1% | +0.6% |
| 6M | -12.8% | -6.7% | -6.1% | -11.6% |
| YTD | -23.3% | -23.4% | +0.2% | -17.9% |
| 1Y | -24.1% | -32.7% | +8.6% | -15.6% |
| 3Y | -32.1% | -5.9% | -26.2% | -31.9% |
| All | -32.5% | +8.0% | -40.5% | -37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling