+72.9%
BAC vs MAR
+155.0%
-82.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.6% |
| 7D | +1.2% | -1.7% | +2.9% | +2.0% |
| 30D | -0.7% | -6.9% | +6.2% | +2.5% |
| 3M | +16.9% | -15.8% | +32.8% | +26.1% |
| 6M | +29.6% | +1.9% | +27.6% | +26.9% |
| YTD | +15.3% | +6.6% | +8.6% | +10.0% |
| 1Y | +28.8% | +23.7% | +5.2% | +13.6% |
| 3Y | +136.4% | +64.6% | +71.8% | +79.4% |
| 5Y | +72.9% | +156.4% | -83.4% | +2.7% |
| All | +72.9% | +155.0% | -82.1% | +2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling