-10.6%
BA vs MKC
-24.7%
+14.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.7% |
| 7D | -1.4% | -7.0% | +5.6% | -1.5% |
| 30D | -7.9% | +4.1% | -12.0% | -7.7% |
| 3M | -25.2% | -10.3% | -14.9% | -25.2% |
| 6M | -26.7% | +1.7% | -28.4% | -26.6% |
| YTD | -19.6% | -29.1% | +9.5% | -18.7% |
| 1Y | -10.6% | -26.0% | +15.4% | -8.7% |
| All | -10.6% | -24.7% | +14.1% | -8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling