-19.0%
BAX vs MKC
-21.4%
+2.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -0.1% |
| 7D | +0.1% | -3.0% | +3.1% | +1.1% |
| 30D | +4.1% | +4.8% | -0.7% | +2.1% |
| 3M | -4.5% | -12.8% | +8.3% | -0.1% |
| 6M | +49.2% | +5.0% | +44.2% | +46.2% |
| YTD | +35.2% | -29.1% | +64.3% | +50.8% |
| 1Y | +38.3% | -26.4% | +64.7% | +51.4% |
| 3Y | -19.0% | -21.6% | +2.6% | -10.7% |
| All | -19.0% | -21.4% | +2.4% | -10.7% |
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 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