-1.4%
BAC vs MP
-35.6%
+34.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.5% | -2.5% | +0.8% |
| 7D | +3.2% | +9.5% | -6.2% | +2.7% |
| 30D | -0.7% | -3.0% | +2.3% | -0.6% |
| 3M | -20.0% | -30.4% | +10.4% | -18.8% |
| 6M | +3.4% | -39.2% | +42.6% | +5.2% |
| YTD | -5.7% | -23.3% | +17.5% | -7.6% |
| 1Y | -1.4% | -32.6% | +31.2% | -2.5% |
| All | -1.4% | -35.6% | +34.1% | -2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling