+251.7%
BAC vs MDT
+62.0%
+189.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.0% | +1.3% | +1.7% |
| 7D | +2.0% | +3.5% | -1.5% | -0.1% |
| 30D | -6.9% | +16.2% | -23.1% | -15.2% |
| 3M | -19.6% | +18.9% | -38.5% | -28.0% |
| 6M | -0.5% | +37.3% | -37.8% | -19.2% |
| YTD | -6.6% | +9.7% | -16.4% | -13.3% |
| 1Y | -3.0% | +15.2% | -18.1% | -12.9% |
| 3Y | +97.3% | +61.8% | +35.5% | +37.8% |
| 5Y | +21.9% | -1.4% | +23.2% | +18.0% |
| 10Y | +251.7% | +61.6% | +190.1% | +155.2% |
| All | +251.7% | +62.0% | +189.7% | +155.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling