+73.1%
BAC vs MCK
+345.1%
-272.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | 0.0% | -2.9% | +2.9% | +0.4% |
| 30D | -2.8% | +0.4% | -3.2% | -2.9% |
| 3M | +14.2% | +12.1% | +2.1% | +12.3% |
| 6M | +30.5% | -5.4% | +36.0% | +31.3% |
| YTD | +15.8% | +7.8% | +8.0% | +13.9% |
| 1Y | +26.2% | +22.9% | +3.2% | +21.1% |
| 3Y | +136.5% | +110.7% | +25.8% | +92.0% |
| All | +73.1% | +345.1% | -272.0% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 MCK 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