+392.7%
BAC vs MDY
+177.6%
+215.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +1.6% |
| 7D | +0.6% | -0.8% | +1.4% | +1.4% |
| 30D | -1.4% | -3.9% | +2.5% | +2.8% |
| 3M | +15.7% | 0.0% | +15.8% | +15.4% |
| 6M | +32.2% | +8.5% | +23.6% | +20.3% |
| YTD | +15.8% | +13.2% | +2.6% | +0.5% |
| 1Y | +27.3% | +15.0% | +12.2% | +8.3% |
| 3Y | +137.5% | +49.6% | +87.9% | +50.1% |
| 5Y | +73.1% | +46.0% | +27.0% | +11.1% |
| All | +392.7% | +177.6% | +215.2% | +46.9% |
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