-1.5%
BAC vs MAR
+62.0%
-63.5%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.0% | +1.9% | +3.5% |
| 7D | +1.5% | +7.7% | -6.2% | -0.1% |
| 30D | -4.4% | +19.4% | -23.8% | -8.0% |
| 3M | -17.5% | +23.3% | -40.8% | -21.3% |
| 6M | -0.1% | +22.8% | -22.9% | -5.4% |
| YTD | -4.6% | +37.8% | -42.4% | -12.3% |
| 1Y | -1.5% | +57.4% | -58.9% | -11.0% |
| All | -1.5% | +62.0% | -63.5% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 1y: compounded portfolio wealth divided by compounded MAR 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…
1y analysis · Full analysis span regression · 6 months rolling