+110.7%
MCK vs BAH
-27.9%
+138.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | -2.9% | +4.3% | -7.2% | -3.0% |
| 30D | +0.4% | -2.5% | +2.9% | +0.5% |
| 3M | +12.1% | -0.9% | +13.0% | +11.8% |
| 6M | -5.4% | +1.5% | -6.9% | -5.8% |
| YTD | +7.8% | -8.0% | +15.8% | +7.4% |
| 1Y | +22.9% | -24.7% | +47.7% | +23.5% |
| 3Y | +110.7% | -28.4% | +139.1% | +104.3% |
| All | +110.7% | -27.9% | +138.6% | +104.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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