+875.9%
BAX vs MKC
+3,376.8%
-2,500.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.3% |
| 7D | -1.1% | -5.9% | +4.7% | +0.7% |
| 30D | -5.5% | -0.9% | -4.6% | -5.2% |
| 3M | +33.5% | +12.7% | +20.8% | +28.7% |
| 6M | +35.9% | -19.3% | +55.2% | +44.1% |
| YTD | +35.4% | -22.2% | +57.5% | +44.5% |
| 1Y | +9.8% | -23.3% | +33.1% | +17.7% |
| 3Y | -32.7% | -30.0% | -2.7% | -26.4% |
| 5Y | -65.6% | -33.8% | -31.8% | -61.9% |
| 10Y | -34.9% | +24.4% | -59.3% | -40.4% |
| All | +875.9% | +3,376.8% | -2,500.8% | +324.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling