+1,090.1%
BAC vs MKC
+3,031.2%
-1,941.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | 0.0% |
| 7D | +1.5% | -7.3% | +8.8% | +3.9% |
| 30D | -6.4% | +4.0% | -10.4% | -7.7% |
| 3M | -21.7% | -11.5% | -10.2% | -18.9% |
| 6M | +0.5% | +1.1% | -0.6% | -0.7% |
| YTD | -6.7% | -29.9% | +23.2% | +2.6% |
| 1Y | -4.7% | -27.0% | +22.3% | +3.4% |
| 3Y | +96.1% | -22.3% | +118.4% | +104.8% |
| 5Y | +21.7% | -36.0% | +57.7% | +32.9% |
| 10Y | +232.0% | +24.2% | +207.8% | +180.8% |
| All | +1,090.1% | +3,031.2% | -1,941.1% | +341.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling