-33.1%
BAX vs MDY
+165.3%
-198.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +0.1% | +2.3% | -2.2% | -1.3% |
| 30D | +4.1% | +2.0% | +2.1% | +2.8% |
| 3M | -4.5% | -5.6% | +1.1% | -1.2% |
| 6M | +49.2% | +1.3% | +48.0% | +48.1% |
| YTD | +35.2% | +12.3% | +22.9% | +27.0% |
| 1Y | +38.3% | +15.8% | +22.5% | +27.6% |
| 3Y | -19.0% | +56.5% | -75.5% | -36.5% |
| 5Y | -64.2% | +35.1% | -99.3% | -70.0% |
| All | -33.1% | +165.3% | -198.5% | -59.4% |
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