+1,437.1%
MCK vs BAH
+878.1%
+559.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -3.6% | -1.3% | -2.3% | -3.3% |
| 30D | +1.4% | -6.6% | +8.1% | +2.9% |
| 3M | +13.8% | -7.2% | +21.0% | +15.2% |
| 6M | -5.2% | -10.0% | +4.8% | -3.8% |
| YTD | +9.0% | -12.5% | +21.5% | +10.3% |
| 1Y | +26.9% | -27.9% | +54.8% | +33.8% |
| 3Y | +114.7% | -31.4% | +146.1% | +119.5% |
| 5Y | +347.1% | -3.2% | +350.3% | +306.8% |
| 10Y | +446.4% | +191.5% | +254.9% | +280.4% |
| All | +1,437.1% | +878.1% | +559.0% | +694.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling