+998.0%
BAC vs MDY
+2,662.7%
-1,664.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | +1.1% | +0.1% | +1.0% | +0.9% |
| 30D | -0.4% | -1.5% | +1.1% | +1.3% |
| 3M | +16.9% | +0.8% | +16.1% | +15.4% |
| 6M | +26.6% | +7.4% | +19.2% | +15.4% |
| YTD | +15.8% | +15.2% | +0.6% | -3.0% |
| 1Y | +27.2% | +16.5% | +10.6% | +4.6% |
| 3Y | +132.4% | +46.8% | +85.6% | +43.0% |
| 5Y | +72.6% | +46.0% | +26.5% | +4.8% |
| 10Y | +389.7% | +172.1% | +217.7% | +40.0% |
| All | +998.0% | +2,662.7% | -1,664.7% | -56.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling