-0.9%
BA vs MKC
-33.7%
+32.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.9% |
| 7D | +1.2% | -5.9% | +7.0% | +1.8% |
| 30D | -11.6% | -0.9% | -10.8% | -11.6% |
| 3M | -2.4% | +12.7% | -15.1% | -4.0% |
| 6M | -6.6% | -19.3% | +12.7% | -3.9% |
| YTD | -2.2% | -22.2% | +19.9% | +1.0% |
| 1Y | -8.0% | -23.3% | +15.3% | -4.9% |
| 3Y | -5.0% | -30.0% | +25.0% | +0.3% |
| All | -0.9% | -33.7% | +32.8% | +9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling