-37.8%
BAX vs MKC
+30.3%
-68.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.6% |
| 7D | -5.1% | -4.3% | -0.8% | -3.3% |
| 30D | -12.2% | -3.1% | -9.1% | -11.1% |
| 3M | +21.8% | +6.8% | +15.0% | +18.3% |
| 6M | +36.3% | -18.3% | +54.6% | +47.1% |
| YTD | +27.8% | -23.1% | +50.9% | +40.6% |
| 1Y | -0.1% | -23.7% | +23.6% | +10.2% |
| 3Y | -33.3% | -31.0% | -2.3% | -23.9% |
| 5Y | -67.1% | -33.5% | -33.6% | -62.4% |
| All | -37.8% | +30.3% | -68.1% | -42.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling