+136.1%
MCK vs BAM
+66.1%
+70.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.2% |
| 7D | -4.4% | -6.1% | +1.7% | -4.6% |
| 30D | -2.2% | -13.8% | +11.6% | -2.6% |
| 3M | +11.6% | +4.4% | +7.2% | +11.8% |
| 6M | -4.9% | +6.4% | -11.4% | -4.6% |
| YTD | +7.7% | -7.1% | +14.8% | +7.7% |
| 1Y | +25.2% | -11.8% | +37.0% | +25.0% |
| 3Y | +112.1% | +50.2% | +62.0% | +118.1% |
| All | +136.1% | +66.1% | +70.0% | +141.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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