-1.5%
BAC vs MP
-35.7%
+34.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -5.1% | +9.0% | +4.2% |
| 7D | +1.5% | -12.5% | +14.1% | +2.2% |
| 30D | -4.4% | -23.3% | +18.9% | -3.3% |
| 3M | -17.5% | -24.4% | +6.9% | -16.7% |
| 6M | -0.1% | -45.8% | +45.7% | +2.2% |
| YTD | -4.6% | -28.9% | +24.3% | -5.2% |
| 1Y | -1.5% | -34.6% | +33.1% | -2.1% |
| All | -1.5% | -35.7% | +34.2% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 1y: compounded portfolio wealth divided by compounded MP 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…
1y analysis · Full analysis span regression · 6 months rolling