+1,498.0%
BA vs MCK
+7,026.6%
-5,528.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.2% |
| 7D | +1.2% | +1.7% | -0.6% | +0.7% |
| 30D | -11.6% | +3.6% | -15.2% | -12.5% |
| 3M | -2.4% | +20.1% | -22.5% | -7.1% |
| 6M | -6.6% | -7.0% | +0.4% | -5.5% |
| YTD | -2.2% | +11.0% | -13.3% | -5.9% |
| 1Y | -8.0% | +31.8% | -39.9% | -15.6% |
| 3Y | -5.0% | +123.1% | -128.1% | -25.7% |
| 5Y | -2.7% | +351.7% | -354.4% | -37.3% |
| 10Y | +75.9% | +435.4% | -359.5% | +5.6% |
| All | +1,498.0% | +7,026.6% | -5,528.6% | +504.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling