-31.9%
BAH vs MDY
+48.7%
-80.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.6% |
| 7D | -1.3% | -0.8% | -0.6% | -1.0% |
| 30D | -6.6% | -3.9% | -2.7% | -5.1% |
| 3M | -7.2% | 0.0% | -7.1% | -7.2% |
| 6M | -10.0% | +8.5% | -18.5% | -13.4% |
| YTD | -12.5% | +13.2% | -25.7% | -17.4% |
| 1Y | -27.9% | +15.0% | -42.9% | -32.4% |
| All | -31.9% | +48.7% | -80.6% | -43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling