-5.0%
BAC vs MDLN
+12.8%
-17.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.1% |
| 7D | +3.2% | -0.4% | +3.7% | +3.3% |
| 30D | -0.7% | +9.9% | -10.6% | -1.8% |
| 3M | -20.0% | +10.9% | -30.9% | -20.8% |
| 6M | +3.4% | +2.0% | +1.5% | +3.0% |
| YTD | -5.7% | -6.0% | +0.3% | -4.0% |
| All | -5.0% | +12.8% | -17.7% | -3.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling