-2.9%
BA vs MCK
+112.2%
-115.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.8% |
| 7D | -2.7% | -4.4% | +1.7% | -2.9% |
| 30D | -12.2% | -2.2% | -10.0% | -12.3% |
| 3M | -2.0% | +11.6% | -13.6% | -1.5% |
| 6M | -6.0% | -4.9% | -1.0% | -5.9% |
| YTD | -5.7% | +7.7% | -13.4% | -5.0% |
| 1Y | -10.0% | +25.2% | -35.2% | -9.0% |
| All | -2.9% | +112.2% | -115.1% | -1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling