+254.8%
BAC vs MAR
+2,498.9%
-2,244.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +1.1% | -4.2% | +5.2% | +3.6% |
| 30D | -0.4% | -6.7% | +6.3% | +3.7% |
| 3M | +16.9% | -12.5% | +29.4% | +25.7% |
| 6M | +26.6% | +0.6% | +26.0% | +24.6% |
| YTD | +15.8% | +9.1% | +6.7% | +8.0% |
| 1Y | +27.2% | +26.2% | +1.0% | +7.8% |
| 3Y | +132.4% | +68.2% | +64.3% | +62.9% |
| 5Y | +72.6% | +163.9% | -91.3% | -12.0% |
| 10Y | +389.7% | +420.6% | -30.8% | +43.8% |
| All | +254.8% | +2,498.9% | -2,244.1% | -59.5% |
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