+214.5%
BAC vs MAR
+531.5%
-317.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.7% | +0.2% |
| 7D | +1.5% | +1.8% | -0.3% | +0.6% |
| 30D | -6.4% | +14.3% | -20.7% | -12.4% |
| 3M | -21.7% | +20.0% | -41.7% | -28.6% |
| 6M | +0.5% | +21.7% | -21.2% | -9.6% |
| YTD | -6.7% | +37.7% | -44.4% | -21.6% |
| 1Y | -4.7% | +46.8% | -51.5% | -22.5% |
| 3Y | +96.1% | +121.0% | -24.9% | +28.0% |
| 5Y | +21.7% | +183.1% | -161.4% | -31.8% |
| All | +214.5% | +531.5% | -317.0% | +18.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling