+73.1%
BAC vs MDY
+45.8%
+27.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +1.4% |
| 7D | +0.6% | -0.8% | +1.4% | +1.3% |
| 30D | -1.4% | -3.9% | +2.5% | +2.2% |
| 3M | +15.7% | 0.0% | +15.8% | +15.5% |
| 6M | +32.2% | +8.5% | +23.6% | +22.0% |
| YTD | +15.8% | +13.2% | +2.6% | +2.6% |
| 1Y | +27.3% | +15.0% | +12.2% | +11.0% |
| 3Y | +137.5% | +49.6% | +87.9% | +61.3% |
| 5Y | +73.1% | +46.0% | +27.0% | +18.9% |
| All | +73.1% | +45.8% | +27.2% | +18.9% |
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 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