+18.0%
BAC vs MP
-5.6%
+23.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.9% | -5.6% | -1.2% |
| 7D | -1.2% | -10.5% | +9.3% | 0.0% |
| 30D | -7.7% | -23.5% | +15.9% | -5.1% |
| 3M | -21.2% | -25.4% | +4.3% | -19.0% |
| 6M | -6.8% | -51.3% | +44.4% | -0.4% |
| 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% | +40.1% |
| All | +18.0% | -5.6% | +23.6% | +1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling