+134.0%
BAC vs MDB
+929.6%
-795.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | +1.5% | +11.6% | -10.0% | +0.6% |
| 30D | -6.4% | -8.9% | +2.5% | -5.8% |
| 3M | -21.7% | -22.4% | +0.7% | -20.5% |
| 6M | +0.5% | +10.1% | -9.6% | -1.7% |
| YTD | -6.7% | -19.0% | +12.3% | -6.9% |
| 1Y | -4.7% | -7.0% | +2.3% | -6.3% |
| 3Y | +96.1% | -9.8% | +105.9% | +86.5% |
| 5Y | +21.7% | -40.1% | +61.8% | +13.5% |
| All | +134.0% | +929.6% | -795.6% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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