+1,376.8%
BAC vs MDT
+7,952.5%
-6,575.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.6% |
| 7D | +1.1% | +3.2% | -2.1% | -0.3% |
| 30D | -0.4% | +9.5% | -9.9% | -4.4% |
| 3M | +16.9% | +16.0% | +0.9% | +9.0% |
| 6M | +26.6% | +0.2% | +26.4% | +25.5% |
| YTD | +15.8% | -0.3% | +16.1% | +14.7% |
| 1Y | +27.2% | +4.7% | +22.4% | +23.0% |
| 3Y | +132.4% | +26.5% | +105.9% | +104.5% |
| 5Y | +72.6% | -18.2% | +90.8% | +82.1% |
| 10Y | +389.7% | +40.0% | +349.7% | +312.0% |
| All | +1,376.8% | +7,952.5% | -6,575.6% | +291.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling