+461.5%
BAX vs MDY
+2,594.0%
-2,132.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +0.1% | +2.3% | -2.2% | -1.0% |
| 30D | +4.1% | +2.0% | +2.1% | +3.0% |
| 3M | -4.5% | -5.6% | +1.1% | -1.7% |
| 6M | +49.2% | +1.3% | +48.0% | +48.3% |
| YTD | +35.2% | +12.3% | +22.9% | +28.1% |
| 1Y | +38.3% | +15.8% | +22.5% | +29.1% |
| 3Y | -19.0% | +56.5% | -75.5% | -34.6% |
| 5Y | -64.2% | +35.1% | -99.3% | -69.3% |
| 10Y | -35.7% | +167.4% | -203.1% | -61.4% |
| All | +461.5% | +2,594.0% | -2,132.5% | +1.3% |
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 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