-36.0%
MKC vs BAH
+6.1%
-42.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.4% | +1.2% |
| 7D | -3.0% | +1.7% | -4.7% | -3.2% |
| 30D | +4.8% | +20.8% | -16.0% | +2.8% |
| 3M | -12.8% | +11.6% | -24.4% | -13.9% |
| 6M | +5.0% | +23.1% | -18.1% | +2.4% |
| YTD | -29.1% | +5.3% | -34.3% | -30.3% |
| 1Y | -26.4% | +6.1% | -32.5% | -27.8% |
| 3Y | -21.6% | -27.5% | +5.9% | -21.3% |
| All | -36.0% | +6.1% | -42.1% | -39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling