-30.4%
MKC vs BAH
-32.1%
+1.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.3% |
| 7D | -4.3% | -4.3% | 0.0% | -4.1% |
| 30D | -2.0% | -4.5% | +2.5% | -1.7% |
| 3M | +10.0% | -7.6% | +17.6% | +10.2% |
| 6M | -18.5% | -10.6% | -7.9% | -18.3% |
| YTD | -22.4% | -12.6% | -9.9% | -22.6% |
| 1Y | -23.6% | -27.0% | +3.4% | -22.8% |
| 3Y | -30.4% | -31.5% | +1.0% | -28.1% |
| All | -30.4% | -32.1% | +1.7% | -28.1% |
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