+26.6%
BA vs MKC
+21.5%
+5.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +1.1% |
| 7D | 0.0% | -2.4% | +2.5% | +0.6% |
| 30D | -8.9% | +5.4% | -14.3% | -10.1% |
| 3M | -25.5% | -11.1% | -14.4% | -23.6% |
| 6M | -27.0% | -1.4% | -25.6% | -27.4% |
| YTD | -20.1% | -29.4% | +9.3% | -13.8% |
| 1Y | -11.0% | -24.7% | +13.7% | -5.7% |
| 3Y | -11.8% | -21.8% | +10.0% | -9.1% |
| 5Y | -20.6% | -36.0% | +15.4% | -15.3% |
| 10Y | +26.6% | +24.9% | +1.7% | +12.1% |
| All | +26.6% | +21.5% | +5.2% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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