+87.4%
BAC vs MDB
-9.9%
+97.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.4% | -0.9% |
| 7D | -1.2% | -11.4% | +10.2% | -0.4% |
| 30D | -7.7% | -13.8% | +6.2% | -6.8% |
| 3M | -21.2% | -15.5% | -5.7% | -20.7% |
| 6M | -6.8% | +17.9% | -24.8% | -9.3% |
| YTD | -8.7% | -25.5% | +16.8% | -8.2% |
| 1Y | -5.3% | -12.1% | +6.8% | -6.3% |
| 3Y | +87.4% | -5.9% | +93.3% | +71.1% |
| All | +87.4% | -9.9% | +97.3% | +71.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling