+26.5%
BAC vs MDT
+5.4%
+21.1%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.8% |
| 7D | +0.6% | +3.2% | -2.6% | 0.0% |
| 30D | -0.9% | +9.5% | -10.4% | -2.4% |
| 3M | +16.3% | +16.0% | +0.3% | +13.3% |
| 6M | +26.0% | +0.2% | +25.8% | +23.8% |
| YTD | +15.2% | -0.3% | +15.5% | +13.0% |
| 1Y | +26.5% | +4.7% | +21.8% | +23.0% |
| All | +26.5% | +5.4% | +21.1% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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