+139.1%
BAC vs MP
+271.0%
-131.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.8% | -0.1% |
| 7D | -1.9% | +2.3% | -4.1% | -2.1% |
| 30D | -7.2% | -15.3% | +8.1% | -5.7% |
| 3M | -20.4% | -33.5% | +13.1% | -17.4% |
| 6M | +1.3% | -45.5% | +46.8% | +6.6% |
| YTD | -6.4% | -27.3% | +20.9% | -5.5% |
| 1Y | -3.5% | -40.7% | +37.2% | -0.7% |
| 3Y | +96.7% | +145.9% | -49.2% | +55.4% |
| 5Y | +20.6% | -13.9% | +34.5% | +5.9% |
| All | +139.1% | +271.0% | -131.9% | +69.6% |
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