+134.8%
BAC vs MP
+240.8%
-106.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.0% | +2.4% | -3.0% |
| 7D | -2.7% | -19.0% | +16.3% | -0.6% |
| 30D | -8.0% | -30.5% | +22.5% | -4.7% |
| 3M | -20.9% | -29.6% | +8.6% | -18.4% |
| 6M | -5.4% | -50.4% | +45.1% | +0.6% |
| YTD | -8.1% | -33.2% | +25.1% | -6.4% |
| 1Y | -3.1% | -38.6% | +35.5% | -0.9% |
| 3Y | +88.1% | +105.5% | -17.3% | +51.9% |
| 5Y | +19.7% | -7.8% | +27.6% | +4.6% |
| All | +134.8% | +240.8% | -106.0% | +68.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling