-26.4%
MKC vs BWA
+12.3%
-38.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | -3.0% | +4.3% | -7.2% | -2.8% |
| 30D | +4.8% | -13.0% | +17.8% | +4.6% |
| 3M | -12.8% | -24.8% | +12.0% | -13.1% |
| 6M | +5.0% | -23.5% | +28.5% | +4.3% |
| YTD | -29.1% | +13.8% | -42.9% | -33.0% |
| 1Y | -26.4% | +13.4% | -39.8% | -30.5% |
| All | -26.4% | +12.3% | -38.6% | -30.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling