+179.8%
BAC vs MAR
+3,116.5%
-2,936.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -1.2% | +4.3% | -5.5% | -3.7% |
| 30D | -7.7% | +16.8% | -24.5% | -16.0% |
| 3M | -21.2% | +16.0% | -37.2% | -28.2% |
| 6M | -6.8% | +16.5% | -23.3% | -16.0% |
| YTD | -8.7% | +35.0% | -43.7% | -25.3% |
| 1Y | -5.3% | +49.4% | -54.7% | -27.3% |
| 3Y | +87.4% | +124.1% | -36.6% | +10.4% |
| 5Y | +18.9% | +159.2% | -140.3% | -38.5% |
| 10Y | +273.3% | +553.9% | -280.6% | -4.6% |
| All | +179.8% | +3,116.5% | -2,936.7% | -72.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling