-39.3%
BAX vs MDY
+177.2%
-216.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -2.1% |
| 7D | -7.9% | -1.9% | -6.0% | -6.8% |
| 30D | -11.7% | -4.6% | -7.0% | -9.1% |
| 3M | +16.2% | -1.2% | +17.4% | +17.2% |
| 6M | +32.0% | +9.2% | +22.8% | +25.6% |
| YTD | +24.7% | +13.1% | +11.7% | +16.7% |
| 1Y | -2.6% | +13.0% | -15.6% | -8.8% |
| 3Y | -35.0% | +49.2% | -84.2% | -47.7% |
| 5Y | -67.6% | +47.2% | -114.8% | -74.1% |
| All | -39.3% | +177.2% | -216.5% | -64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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