+1,160.1%
BA vs MDY
+2,662.7%
-1,502.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | +1.2% | +0.1% | +1.0% | +1.0% |
| 30D | -11.6% | -1.5% | -10.1% | -10.4% |
| 3M | -2.4% | +0.8% | -3.1% | -3.0% |
| 6M | -6.6% | +7.4% | -14.0% | -12.5% |
| YTD | -2.2% | +15.2% | -17.4% | -14.2% |
| 1Y | -8.0% | +16.5% | -24.6% | -20.3% |
| 3Y | -5.0% | +46.8% | -51.8% | -34.1% |
| 5Y | -2.7% | +46.0% | -48.7% | -31.1% |
| 10Y | +75.9% | +172.1% | -96.2% | -20.6% |
| All | +1,160.1% | +2,662.7% | -1,502.6% | -10.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling