-2.6%
BAX vs MDY
+14.6%
-17.2%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -2.6% |
| 7D | -7.9% | -1.9% | -6.0% | -5.7% |
| 30D | -11.7% | -4.6% | -7.0% | -6.3% |
| 3M | +16.2% | -1.2% | +17.4% | +17.8% |
| 6M | +32.0% | +9.2% | +22.8% | +16.6% |
| YTD | +24.7% | +13.1% | +11.7% | +7.2% |
| 1Y | -2.6% | +13.0% | -15.6% | -16.0% |
| All | -2.6% | +14.6% | -17.2% | -16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling