+21.9%
BAC vs MDT
-2.0%
+23.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.0% | +1.3% | +1.9% |
| 7D | +2.0% | +3.5% | -1.5% | +0.6% |
| 30D | -6.9% | +16.2% | -23.1% | -12.5% |
| 3M | -19.6% | +18.9% | -38.5% | -25.2% |
| 6M | -0.5% | +37.3% | -37.8% | -13.4% |
| YTD | -6.6% | +9.7% | -16.4% | -10.8% |
| 1Y | -3.0% | +15.2% | -18.1% | -9.5% |
| 3Y | +97.3% | +61.8% | +35.5% | +53.8% |
| 5Y | +21.9% | -1.4% | +23.2% | +15.9% |
| All | +21.9% | -2.0% | +23.9% | +15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling