+237.7%
BAC vs MAR
+528.1%
-290.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.4% | -1.0% |
| 7D | +2.1% | +2.9% | -0.8% | +0.7% |
| 30D | -6.7% | +17.0% | -23.8% | -13.7% |
| 3M | -20.2% | +23.2% | -43.4% | -28.2% |
| 6M | -0.2% | +21.7% | -22.0% | -10.3% |
| YTD | -6.4% | +38.9% | -45.2% | -21.7% |
| 1Y | -3.1% | +48.7% | -51.8% | -21.8% |
| 3Y | +96.7% | +122.9% | -26.2% | +27.7% |
| 5Y | +21.3% | +177.5% | -156.2% | -31.5% |
| 10Y | +237.7% | +537.5% | -299.8% | +13.6% |
| All | +237.7% | +528.1% | -290.4% | +13.6% |
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