+23.4%
BA vs MDY
+165.7%
-142.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -0.2% |
| 7D | -0.6% | +3.0% | -3.6% | -4.3% |
| 30D | -8.0% | +0.8% | -8.8% | -9.2% |
| 3M | -25.8% | -5.1% | -20.7% | -21.0% |
| 6M | -27.6% | +1.2% | -28.7% | -28.8% |
| YTD | -21.0% | +12.5% | -33.5% | -32.1% |
| 1Y | -12.3% | +13.8% | -26.0% | -25.8% |
| 3Y | -12.8% | +56.4% | -69.2% | -52.4% |
| 5Y | -22.4% | +35.3% | -57.7% | -48.5% |
| All | +23.4% | +165.7% | -142.3% | -59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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