+21.3%
BAC vs MDY
+36.2%
-14.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.6% |
| 7D | +2.1% | 0.0% | +2.0% | +2.0% |
| 30D | -6.7% | +1.0% | -7.7% | -7.5% |
| 3M | -20.2% | -4.1% | -16.1% | -17.2% |
| 6M | -0.2% | +0.6% | -0.9% | -1.1% |
| YTD | -6.4% | +12.9% | -19.3% | -16.8% |
| 1Y | -3.1% | +14.6% | -17.7% | -15.1% |
| 3Y | +96.7% | +57.1% | +39.7% | +27.8% |
| 5Y | +21.3% | +37.1% | -15.8% | -11.2% |
| All | +21.3% | +36.2% | -14.9% | -11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling