+1,376.8%
BAC vs MKC
+3,376.8%
-1,999.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.2% |
| 7D | +1.1% | -5.9% | +7.0% | +3.0% |
| 30D | -0.4% | -0.9% | +0.5% | -0.2% |
| 3M | +16.9% | +12.7% | +4.2% | +11.9% |
| 6M | +26.6% | -19.3% | +45.9% | +34.4% |
| YTD | +15.8% | -22.2% | +37.9% | +23.6% |
| 1Y | +27.2% | -23.3% | +50.5% | +35.9% |
| 3Y | +132.4% | -30.0% | +162.4% | +152.2% |
| 5Y | +72.6% | -33.8% | +106.3% | +87.3% |
| 10Y | +389.7% | +24.4% | +365.3% | +315.6% |
| All | +1,376.8% | +3,376.8% | -1,999.9% | +431.6% |
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