+139.1%
BAC vs MP
+268.3%
-129.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.0% | -0.4% | +2.2% |
| 7D | +2.1% | -3.6% | +5.7% | +2.4% |
| 30D | -6.7% | -21.0% | +14.3% | -4.6% |
| 3M | -20.2% | -33.3% | +13.1% | -17.2% |
| 6M | -0.2% | -45.9% | +45.7% | +5.1% |
| YTD | -6.4% | -27.8% | +21.5% | -5.4% |
| 1Y | -3.1% | -43.2% | +40.1% | +0.2% |
| 3Y | +96.7% | +144.0% | -47.3% | +55.5% |
| 5Y | +21.3% | -6.1% | +27.4% | +5.7% |
| All | +139.1% | +268.3% | -129.2% | +69.8% |
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