-33.5%
MKC vs BWA
+89.5%
-123.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.6% |
| 3M | +6.8% | -10.7% | +17.5% | +7.9% |
| 6M | -18.3% | +23.2% | -41.5% | -21.2% |
| YTD | -23.1% | +46.0% | -69.0% | -27.8% |
| 1Y | -23.7% | +51.2% | -74.8% | -28.8% |
| 3Y | -31.0% | +69.6% | -100.6% | -37.6% |
| 5Y | -33.5% | +86.6% | -120.1% | -41.9% |
| All | -33.5% | +89.5% | -123.0% | -41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling