-31.9%
MKC vs BWA
+67.1%
-99.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.7% |
| 7D | -4.3% | +0.1% | -4.4% | -4.3% |
| 30D | -3.1% | -5.6% | +2.4% | -2.7% |
| 3M | +6.8% | -10.7% | +17.5% | +7.9% |
| 6M | -18.3% | +23.2% | -41.5% | -21.3% |
| YTD | -23.1% | +46.0% | -69.0% | -28.1% |
| 1Y | -23.7% | +51.2% | -74.8% | -29.2% |
| All | -31.9% | +67.1% | -99.0% | -38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling