-38.3%
BAX vs MKC
+29.3%
-67.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -0.6% |
| 7D | -5.4% | -2.8% | -2.6% | -4.3% |
| 30D | -12.4% | -3.4% | -9.0% | -11.2% |
| 3M | +19.1% | +3.8% | +15.3% | +17.1% |
| 6M | +38.6% | -17.9% | +56.5% | +49.3% |
| YTD | +26.7% | -23.6% | +50.3% | +39.8% |
| 1Y | +1.0% | -23.1% | +24.1% | +10.9% |
| 3Y | -33.9% | -31.5% | -2.4% | -24.3% |
| 5Y | -67.0% | -33.1% | -34.0% | -62.4% |
| All | -38.3% | +29.3% | -67.6% | -43.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling