+51.6%
MDY vs BAM
+90.5%
-38.9%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.3% | +0.8% | +2.3% |
| 7D | +0.7% | +5.3% | -4.6% | -1.3% |
| 30D | +1.3% | +18.1% | -16.8% | -5.1% |
| 3M | -4.1% | +4.2% | -8.3% | -5.9% |
| 6M | +1.0% | +11.1% | -10.1% | -3.8% |
| YTD | +13.3% | +6.6% | +6.7% | +9.0% |
| 1Y | +15.7% | +6.2% | +9.5% | +11.4% |
| 3Y | +59.6% | +95.0% | -35.5% | +19.6% |
| All | +51.6% | +90.5% | -38.9% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 10y: compounded portfolio wealth divided by compounded BAM 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…
10y analysis · Full analysis span regression · 6 months rolling