+20.6%
BAC vs MKC
-35.7%
+56.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -1.9% | -7.0% | +5.2% | -0.8% |
| 30D | -7.2% | +4.1% | -11.2% | -7.8% |
| 3M | -20.4% | -10.3% | -10.1% | -19.2% |
| 6M | +1.3% | +1.7% | -0.4% | +0.6% |
| YTD | -6.4% | -29.1% | +22.7% | -1.8% |
| 1Y | -3.5% | -26.0% | +22.5% | +0.3% |
| 3Y | +96.7% | -21.5% | +118.2% | +100.4% |
| 5Y | +20.6% | -35.0% | +55.6% | +29.2% |
| All | +20.6% | -35.7% | +56.3% | +29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling