-32.0%
BAX vs MKC
-29.9%
-2.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.3% | -3.4% | -3.6% |
| 7D | -2.4% | -4.3% | +1.9% | -0.9% |
| 30D | -9.7% | -2.0% | -7.7% | -9.1% |
| 3M | +29.3% | +10.0% | +19.3% | +24.9% |
| 6M | +40.7% | -18.5% | +59.2% | +50.3% |
| YTD | +30.3% | -22.4% | +52.7% | +40.9% |
| 1Y | +3.4% | -23.6% | +27.0% | +12.4% |
| 3Y | -32.0% | -30.4% | -1.6% | -26.2% |
| All | -32.0% | -29.9% | -2.2% | -26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling