+190.4%
BAC vs MDB
+1,017.4%
-827.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | +0.3% |
| 7D | +1.1% | -17.4% | +18.5% | +2.6% |
| 30D | -0.4% | -2.0% | +1.6% | -0.5% |
| 3M | +16.9% | -3.0% | +19.9% | +16.5% |
| 6M | +26.6% | +48.7% | -22.1% | +20.7% |
| YTD | +15.8% | -12.1% | +27.9% | +15.2% |
| 1Y | +27.2% | +14.5% | +12.7% | +23.1% |
| 3Y | +132.4% | -6.1% | +138.6% | +120.8% |
| 5Y | +72.6% | -27.3% | +99.9% | +58.7% |
| All | +190.4% | +1,017.4% | -827.0% | +81.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling