-3.8%
BAC vs MDLN
+15.3%
-19.1%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +18.4% | -14.4% | +2.2% |
| 7D | +1.5% | +24.7% | -23.1% | -0.5% |
| 30D | -4.4% | +12.7% | -17.1% | -5.6% |
| 3M | -17.5% | -4.0% | -13.5% | -17.2% |
| 6M | -0.1% | -8.7% | +8.6% | +1.5% |
| YTD | -4.6% | -3.9% | -0.7% | -3.0% |
| All | -3.8% | +15.3% | -19.1% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 1y: compounded portfolio wealth divided by compounded MDLN 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…
1y analysis · Full analysis span regression · 6 months rolling