+397.7%
BAC vs MKC
+26.7%
+371.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.3% | +0.7% |
| 7D | +0.6% | -4.3% | +4.9% | +1.7% |
| 30D | -1.4% | -3.1% | +1.7% | -0.6% |
| 3M | +15.7% | +6.8% | +8.9% | +13.4% |
| 6M | +32.2% | -18.3% | +50.5% | +38.6% |
| YTD | +15.8% | -23.1% | +38.8% | +22.7% |
| 1Y | +27.3% | -23.7% | +51.0% | +34.9% |
| 3Y | +137.5% | -31.0% | +168.5% | +156.3% |
| 5Y | +73.1% | -33.5% | +106.6% | +85.1% |
| 10Y | +397.7% | +30.3% | +367.5% | +371.2% |
| All | +397.7% | +26.7% | +371.1% | +371.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling