+26.9%
MKC vs BAH
+207.1%
-180.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.8% | -5.6% | -1.7% |
| 7D | -2.8% | +2.4% | -5.3% | -3.3% |
| 30D | -3.4% | -2.9% | -0.4% | -2.8% |
| 3M | +3.8% | -1.3% | +5.1% | +3.7% |
| 6M | -17.9% | -0.9% | -17.0% | -18.4% |
| YTD | -23.6% | -8.2% | -15.4% | -23.6% |
| 1Y | -23.1% | -24.0% | +0.9% | -19.9% |
| 3Y | -31.5% | -28.1% | -3.4% | -31.0% |
| 5Y | -33.1% | +2.5% | -35.6% | -41.4% |
| All | +26.9% | +207.1% | -180.2% | -16.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling