-21.6%
MKC vs BAM
+85.6%
-107.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | -3.0% | -2.7% | -0.3% | -2.7% |
| 30D | +4.8% | +15.5% | -10.7% | +3.3% |
| 3M | -12.8% | -6.9% | -6.0% | -12.5% |
| 6M | +5.0% | +9.9% | -4.9% | +3.8% |
| YTD | -29.1% | +1.4% | -30.4% | -29.5% |
| 1Y | -26.4% | +3.3% | -29.7% | -27.0% |
| 3Y | -21.6% | +83.6% | -105.3% | -29.6% |
| All | -21.6% | +85.6% | -107.2% | -29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling