-11.5%
BA vs MKC
-23.7%
+12.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.6% |
| 7D | -1.7% | -1.9% | +0.2% | -1.8% |
| 30D | -9.5% | +8.0% | -17.4% | -9.1% |
| 3M | -26.5% | -8.6% | -17.8% | -26.5% |
| 6M | -27.4% | +1.1% | -28.4% | -27.2% |
| YTD | -20.6% | -27.7% | +7.1% | -19.7% |
| All | -11.5% | -23.7% | +12.2% | -8.8% |
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