-33.3%
BAX vs M
-8.5%
-24.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -2.0% |
| 7D | +0.4% | +0.6% | -0.2% | +0.3% |
| 30D | +3.4% | +7.0% | -3.6% | +2.6% |
| 3M | -4.5% | +3.1% | -7.6% | -4.9% |
| 6M | +44.0% | +33.5% | +10.5% | +39.5% |
| YTD | +34.9% | +13.4% | +21.5% | +32.7% |
| 1Y | +37.9% | +22.4% | +15.5% | +34.6% |
| 3Y | -17.1% | +150.9% | -167.9% | -24.9% |
| 5Y | -64.3% | -3.0% | -61.2% | -66.2% |
| All | -33.3% | -8.5% | -24.8% | -40.7% |
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