+27.5%
BAC vs MKC
-23.8%
+51.2%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.6% | -0.2% |
| 7D | -0.3% | -2.8% | +2.6% | -0.3% |
| 30D | -1.8% | -3.4% | +1.6% | -1.8% |
| 3M | +15.3% | +3.8% | +11.5% | +15.5% |
| 6M | +30.2% | -17.9% | +48.1% | +28.1% |
| YTD | +15.6% | -23.6% | +39.2% | +12.4% |
| 1Y | +27.5% | -23.1% | +50.5% | +24.1% |
| All | +27.5% | -23.8% | +51.2% | +24.1% |
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