-1.5%
BAC vs MKC
-18.2%
+16.7%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.4% | -1.5% | +3.8% |
| 7D | +1.5% | +9.6% | -8.1% | +1.4% |
| 30D | -4.4% | +12.0% | -16.4% | -4.5% |
| 3M | -17.5% | -2.0% | -15.5% | -17.6% |
| 6M | -0.1% | +7.2% | -7.3% | 0.0% |
| YTD | -4.6% | -23.7% | +19.1% | -8.0% |
| 1Y | -1.5% | -18.3% | +16.8% | -5.3% |
| All | -1.5% | -18.2% | +16.7% | -5.3% |
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