-5.3%
BAC vs MP
-37.2%
+31.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.9% | -5.6% | -0.9% |
| 7D | -1.2% | -10.5% | +9.3% | -0.7% |
| 30D | -7.7% | -23.5% | +15.9% | -6.5% |
| 3M | -21.2% | -25.4% | +4.3% | -20.3% |
| 6M | -6.8% | -51.3% | +44.4% | -4.0% |
| YTD | -8.7% | -29.9% | +21.2% | -9.4% |
| 1Y | -5.3% | -31.8% | +26.6% | -6.2% |
| All | -5.3% | -37.2% | +31.9% | -6.2% |
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