-64.2%
BAX vs MDY
+34.6%
-98.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | +0.1% | +2.3% | -2.2% | -1.5% |
| 30D | +4.1% | +2.0% | +2.1% | +2.6% |
| 3M | -4.5% | -5.6% | +1.1% | -0.7% |
| 6M | +49.2% | +1.3% | +48.0% | +47.9% |
| YTD | +35.2% | +12.3% | +22.9% | +25.6% |
| 1Y | +38.3% | +15.8% | +22.5% | +26.0% |
| 3Y | -19.0% | +56.5% | -75.5% | -38.0% |
| All | -64.2% | +34.6% | -98.8% | -71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling