+72.3%
BA vs MKC
+26.1%
+46.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +2.5% | -4.3% | +6.8% | +3.5% |
| 30D | -10.1% | -2.0% | -8.1% | -9.7% |
| 3M | -2.4% | +10.0% | -12.4% | -5.1% |
| 6M | -8.8% | -18.5% | +9.7% | -4.4% |
| YTD | -2.9% | -22.4% | +19.5% | +2.7% |
| 1Y | -8.8% | -23.6% | +14.9% | -3.3% |
| 3Y | -0.3% | -30.4% | +30.2% | +7.5% |
| 5Y | -0.3% | -34.2% | +33.9% | +6.9% |
| 10Y | +72.3% | +26.8% | +45.5% | +53.0% |
| All | +72.3% | +26.1% | +46.3% | +53.0% |
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