+16.7%
BAC vs MDLN
+4.5%
+12.2%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.1% | +3.7% | -2.6% | +0.7% |
| 30D | -0.4% | -0.2% | -0.2% | -0.4% |
| 3M | +16.9% | +6.2% | +10.7% | +15.6% |
| 6M | +26.6% | -14.7% | +41.3% | +29.1% |
| YTD | +15.8% | -12.9% | +28.7% | +18.8% |
| All | +16.7% | +4.5% | +12.2% | +19.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling