-31.8%
BAX vs MKC
+25.8%
-57.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | -0.6% | -7.0% | +6.4% | +2.4% |
| 30D | +6.3% | +4.1% | +2.2% | +4.2% |
| 3M | -4.6% | -10.3% | +5.7% | -0.7% |
| 6M | +50.4% | +1.7% | +48.7% | +48.4% |
| YTD | +38.0% | -29.1% | +67.1% | +56.4% |
| 1Y | +44.6% | -26.0% | +70.6% | +60.6% |
| 3Y | -15.1% | -21.5% | +6.3% | -8.9% |
| 5Y | -63.3% | -35.0% | -28.3% | -57.9% |
| All | -31.8% | +25.8% | -57.5% | -35.1% |
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