-23.1%
MKC vs BAH
-24.1%
+1.0%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.8% | -5.6% | -1.0% |
| 7D | -2.8% | +2.4% | -5.3% | -3.0% |
| 30D | -3.4% | -2.9% | -0.4% | -3.2% |
| 3M | +3.8% | -1.3% | +5.1% | +3.1% |
| 6M | -17.9% | -0.9% | -17.0% | -18.5% |
| YTD | -23.6% | -8.2% | -15.4% | -25.4% |
| 1Y | -23.1% | -24.0% | +0.9% | -21.9% |
| All | -23.1% | -24.1% | +1.0% | -21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling