+461.9%
BAX vs MDY
+2,662.7%
-2,200.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -1.1% | +0.1% | -1.3% | -1.2% |
| 30D | -5.5% | -1.5% | -4.0% | -4.7% |
| 3M | +33.5% | +0.8% | +32.8% | +33.1% |
| 6M | +35.9% | +7.4% | +28.4% | +31.4% |
| YTD | +35.4% | +15.2% | +20.2% | +26.6% |
| 1Y | +9.8% | +16.5% | -6.8% | +2.2% |
| 3Y | -32.7% | +46.8% | -79.5% | -44.0% |
| 5Y | -65.6% | +46.0% | -111.6% | -71.6% |
| 10Y | -34.9% | +172.1% | -207.0% | -61.2% |
| All | +461.9% | +2,662.7% | -2,200.8% | +0.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling