-33.9%
BAX vs M
+3.7%
-37.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +8.1% | -5.7% | +1.5% |
| 7D | +9.0% | +2.5% | +6.5% | +8.7% |
| 30D | +8.5% | +10.1% | -1.6% | +7.3% |
| 3M | -4.1% | -0.9% | -3.2% | -4.2% |
| 6M | +46.9% | +30.2% | +16.8% | +42.7% |
| YTD | +38.4% | +16.3% | +22.1% | +35.7% |
| 1Y | +47.0% | +27.0% | +20.0% | +42.9% |
| 3Y | -14.9% | +154.5% | -169.4% | -23.2% |
| 5Y | -62.5% | -1.1% | -61.4% | -64.6% |
| 10Y | -33.9% | +0.5% | -34.4% | -42.5% |
| All | -33.9% | +3.7% | -37.6% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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