+201.7%
BAH vs MDY
+175.0%
+26.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.9% | +5.8% | +5.3% |
| 7D | +2.4% | -2.5% | +5.0% | +3.7% |
| 30D | -2.9% | -5.0% | +2.1% | -0.5% |
| 3M | -1.3% | +0.5% | -1.8% | -1.7% |
| 6M | -0.9% | +8.0% | -8.9% | -5.1% |
| YTD | -8.2% | +12.2% | -20.4% | -13.8% |
| 1Y | -24.0% | +14.0% | -38.0% | -29.1% |
| 3Y | -28.1% | +48.2% | -76.3% | -42.0% |
| 5Y | +2.5% | +46.1% | -43.6% | -18.1% |
| All | +201.7% | +175.0% | +26.7% | +58.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling