+300.5%
MKC vs BR
+1,281.7%
-981.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -4.3% | -5.0% | +0.7% | -2.8% |
| 30D | -3.1% | -2.5% | -0.6% | -2.4% |
| 3M | +6.8% | +13.5% | -6.7% | +2.4% |
| 6M | -18.3% | -9.4% | -8.9% | -16.3% |
| YTD | -23.1% | -23.3% | +0.2% | -17.3% |
| 1Y | -23.7% | -31.6% | +7.9% | -15.0% |
| 3Y | -31.0% | -5.1% | -25.9% | -31.3% |
| 5Y | -33.5% | +8.2% | -41.7% | -37.5% |
| 10Y | +30.3% | +189.8% | -159.6% | -11.2% |
| All | +300.5% | +1,281.7% | -981.1% | +68.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling