+223.8%
MKC vs BAH
+886.2%
-662.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.7% |
| 7D | -5.9% | -3.2% | -2.6% | -5.3% |
| 30D | -0.9% | +2.0% | -2.9% | -1.3% |
| 3M | +12.7% | -7.6% | +20.4% | +14.0% |
| 6M | -19.3% | -5.7% | -13.6% | -18.9% |
| YTD | -22.2% | -11.7% | -10.4% | -21.5% |
| 1Y | -23.3% | -27.4% | +4.0% | -19.8% |
| 3Y | -30.0% | -32.5% | +2.5% | -27.8% |
| 5Y | -33.8% | -3.3% | -30.4% | -38.3% |
| 10Y | +24.4% | +186.0% | -161.6% | -6.1% |
| All | +223.8% | +886.2% | -662.4% | +96.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling