-18.7%
MKC vs BAM
+85.9%
-104.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.3% | -3.4% |
| 7D | +2.3% | +9.7% | -7.4% | +1.3% |
| 30D | +8.1% | +19.0% | -10.9% | +6.1% |
| 3M | -6.4% | +0.6% | -7.0% | -6.8% |
| 6M | +1.8% | +11.1% | -9.3% | +0.5% |
| YTD | -26.9% | +4.2% | -31.1% | -27.5% |
| 1Y | -21.7% | +3.3% | -25.0% | -22.4% |
| 3Y | -18.7% | +88.8% | -107.5% | -26.9% |
| All | -18.7% | +85.9% | -104.6% | -26.9% |
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