+23.3%
BA vs MKC
+25.8%
-2.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.3% |
| 7D | -1.1% | -3.0% | +1.9% | -0.4% |
| 30D | -7.1% | +4.8% | -11.9% | -8.3% |
| 3M | -25.5% | -12.8% | -12.7% | -23.3% |
| 6M | -28.7% | +5.0% | -33.7% | -30.2% |
| YTD | -21.0% | -29.1% | +8.0% | -14.8% |
| 1Y | -11.9% | -26.4% | +14.5% | -6.0% |
| 3Y | -16.2% | -21.6% | +5.5% | -13.6% |
| 5Y | -22.4% | -35.2% | +12.9% | -17.4% |
| All | +23.3% | +25.8% | -2.5% | +9.1% |
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