+133.2%
BAC vs MP
+257.7%
-124.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.9% | -5.6% | -1.2% |
| 7D | -1.2% | -10.5% | +9.3% | -0.1% |
| 30D | -7.7% | -23.5% | +15.9% | -5.2% |
| 3M | -21.2% | -25.4% | +4.3% | -19.1% |
| 6M | -6.8% | -51.3% | +44.4% | -0.8% |
| YTD | -8.7% | -29.9% | +21.2% | -7.5% |
| 1Y | -5.3% | -31.8% | +26.6% | -4.2% |
| 3Y | +87.4% | +127.0% | -39.5% | +49.5% |
| 5Y | +18.9% | -3.3% | +22.2% | +3.4% |
| All | +133.2% | +257.7% | -124.5% | +66.0% |
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