+75.8%
BA vs MCK
+442.8%
-367.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.7% | +2.7% |
| 7D | -0.8% | -2.9% | +2.1% | +0.1% |
| 30D | -9.0% | +0.4% | -9.4% | -9.2% |
| 3M | -5.0% | +12.1% | -17.1% | -9.0% |
| 6M | -1.7% | -5.4% | +3.7% | -0.6% |
| YTD | -3.1% | +7.8% | -10.9% | -7.1% |
| 1Y | -4.3% | +22.9% | -27.3% | -13.0% |
| 3Y | -0.3% | +110.7% | -111.0% | -29.7% |
| 5Y | +0.1% | +346.2% | -346.1% | -50.3% |
| All | +75.8% | +442.8% | -367.0% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 MCK 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