+26.9%
MKC vs BWA
+153.1%
-126.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | -2.8% | -0.1% | -2.8% | -2.8% |
| 30D | -3.4% | -5.5% | +2.1% | -2.9% |
| 3M | +3.8% | -7.6% | +11.4% | +4.4% |
| 6M | -17.9% | +25.0% | -42.9% | -20.6% |
| YTD | -23.6% | +47.0% | -70.6% | -27.7% |
| 1Y | -23.1% | +54.0% | -77.1% | -27.7% |
| 3Y | -31.5% | +70.7% | -102.2% | -37.1% |
| 5Y | -33.1% | +86.7% | -119.8% | -39.9% |
| All | +26.9% | +153.1% | -126.2% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 10y: compounded portfolio wealth divided by compounded BWA 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…
10y analysis · Full analysis span regression · 6 months rolling