+1,073.1%
BAC vs MCK
+6,813.7%
-5,740.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.2% |
| 7D | -0.3% | -4.4% | +4.1% | +1.2% |
| 30D | -1.8% | -2.2% | +0.5% | -1.1% |
| 3M | +15.3% | +11.6% | +3.7% | +10.6% |
| 6M | +30.2% | -4.9% | +35.1% | +31.4% |
| YTD | +15.6% | +7.7% | +7.9% | +10.8% |
| 1Y | +27.5% | +25.2% | +2.2% | +15.6% |
| 3Y | +137.0% | +112.1% | +24.9% | +73.8% |
| 5Y | +75.6% | +345.8% | -270.3% | -2.4% |
| 10Y | +396.9% | +439.7% | -42.9% | +147.0% |
| All | +1,073.1% | +6,813.7% | -5,740.6% | +159.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling