-34.1%
MKC vs BAM
+67.8%
-102.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.5% | -0.6% |
| 7D | -4.3% | -3.9% | -0.4% | -3.9% |
| 30D | -3.1% | -8.8% | +5.7% | -2.2% |
| 3M | +6.8% | +2.2% | +4.6% | +6.5% |
| 6M | -18.3% | +5.9% | -24.3% | -19.0% |
| YTD | -23.1% | -6.1% | -16.9% | -22.8% |
| 1Y | -23.7% | -11.6% | -12.1% | -23.1% |
| 3Y | -31.0% | +51.7% | -82.7% | -36.7% |
| All | -34.1% | +67.8% | -102.0% | -40.3% |
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