-40.0%
MKC vs BAM
+80.8%
-120.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.9% |
| 7D | -7.3% | -2.0% | -5.3% | -7.1% |
| 30D | +4.0% | +13.7% | -9.7% | +2.5% |
| 3M | -11.5% | -4.8% | -6.7% | -11.2% |
| 6M | +1.1% | +7.6% | -6.5% | 0.0% |
| YTD | -29.9% | +1.2% | -31.0% | -30.3% |
| 1Y | -27.0% | -2.3% | -24.7% | -27.2% |
| 3Y | -22.3% | +84.1% | -106.4% | -30.3% |
| All | -40.0% | +80.8% | -120.8% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 10y: compounded portfolio wealth divided by compounded BAM 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…
10y analysis · Full analysis span regression · 6 months rolling