+237.7%
BAC vs M
-3.0%
+240.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.3% | +0.1% |
| 7D | +2.1% | +5.0% | -3.0% | +0.7% |
| 30D | -6.7% | +10.6% | -17.3% | -9.2% |
| 3M | -20.2% | +1.6% | -21.8% | -21.0% |
| 6M | -0.2% | +30.8% | -31.0% | -7.9% |
| YTD | -6.4% | +16.9% | -23.3% | -11.5% |
| 1Y | -3.1% | +26.3% | -29.4% | -10.4% |
| 3Y | +96.7% | +158.6% | -61.9% | +41.1% |
| 5Y | +21.3% | +2.1% | +19.2% | +4.5% |
| 10Y | +237.7% | -4.3% | +242.1% | +112.6% |
| All | +237.7% | -3.0% | +240.8% | +112.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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