+195.7%
BAC vs MP
+450.8%
-255.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.2% |
| 7D | +1.1% | -2.9% | +3.9% | +1.4% |
| 30D | -0.4% | +13.8% | -14.2% | -1.9% |
| 3M | +16.9% | -16.7% | +33.6% | +18.4% |
| 6M | +26.6% | -11.5% | +38.1% | +26.5% |
| YTD | +15.8% | +7.9% | +7.9% | +12.6% |
| 1Y | +27.2% | -15.0% | +42.2% | +25.1% |
| 3Y | +132.4% | +153.5% | -21.1% | +85.7% |
| 5Y | +72.6% | +58.7% | +13.9% | +42.8% |
| All | +195.7% | +450.8% | -255.1% | +102.0% |
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