+136.4%
BAC vs MKC
-29.9%
+166.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.1% | -0.4% |
| 7D | +1.2% | -4.3% | +5.5% | +1.7% |
| 30D | -0.7% | -2.0% | +1.3% | -0.5% |
| 3M | +16.9% | +10.0% | +6.9% | +15.3% |
| 6M | +29.6% | -18.5% | +48.1% | +33.3% |
| YTD | +15.3% | -22.4% | +37.7% | +19.1% |
| 1Y | +28.8% | -23.6% | +52.5% | +33.5% |
| 3Y | +136.4% | -30.4% | +166.8% | +148.3% |
| All | +136.4% | -29.9% | +166.2% | +148.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling