+195.1%
MKC vs BAH
+1,076.0%
-880.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.4% | +1.2% |
| 7D | -3.0% | +1.7% | -4.7% | -3.3% |
| 30D | +4.8% | +20.8% | -16.0% | +1.1% |
| 3M | -12.8% | +11.6% | -24.4% | -14.8% |
| 6M | +5.0% | +23.1% | -18.1% | +0.3% |
| YTD | -29.1% | +5.3% | -34.3% | -30.9% |
| 1Y | -26.4% | +6.1% | -32.5% | -28.6% |
| 3Y | -21.6% | -27.5% | +5.9% | -20.0% |
| 5Y | -35.2% | +6.2% | -41.4% | -40.5% |
| 10Y | +25.6% | +202.2% | -176.6% | -6.7% |
| All | +195.1% | +1,076.0% | -880.9% | +72.5% |
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