+217.6%
BAC vs MDY
+165.3%
+52.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.1% |
| 7D | +3.2% | +2.3% | +1.0% | +0.7% |
| 30D | -0.7% | +2.0% | -2.7% | -2.9% |
| 3M | -20.0% | -5.6% | -14.3% | -15.0% |
| 6M | +3.4% | +1.3% | +2.1% | +1.5% |
| YTD | -5.7% | +12.3% | -18.1% | -17.5% |
| 1Y | -1.4% | +15.8% | -17.2% | -16.6% |
| 3Y | +97.9% | +56.5% | +41.4% | +18.8% |
| 5Y | +22.9% | +35.1% | -12.2% | -13.5% |
| All | +217.6% | +165.3% | +52.3% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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