-66.4%
BAX vs MKC
-34.1%
-32.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.3% | -3.4% | -3.6% |
| 7D | -2.4% | -4.3% | +1.9% | -0.8% |
| 30D | -9.7% | -2.0% | -7.7% | -9.1% |
| 3M | +29.3% | +10.0% | +19.3% | +24.6% |
| 6M | +40.7% | -18.5% | +59.2% | +51.0% |
| YTD | +30.3% | -22.4% | +52.7% | +41.7% |
| 1Y | +3.4% | -23.6% | +27.0% | +13.1% |
| 3Y | -32.0% | -30.4% | -1.6% | -23.1% |
| All | -66.4% | -34.1% | -32.3% | -61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling