-33.4%
BAX vs MDY
+48.7%
-82.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.0% |
| 7D | -5.1% | -0.8% | -4.3% | -4.4% |
| 30D | -12.2% | -3.9% | -8.3% | -9.1% |
| 3M | +21.8% | 0.0% | +21.9% | +21.9% |
| 6M | +36.3% | +8.5% | +27.8% | +27.3% |
| YTD | +27.8% | +13.2% | +14.6% | +15.9% |
| 1Y | -0.1% | +15.0% | -15.1% | -10.4% |
| All | -33.4% | +48.7% | -82.0% | -51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling