-3.2%
BAH vs MDY
+45.8%
-49.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.0% |
| 3M | -7.2% | 0.0% | -7.1% | -7.2% |
| 6M | -10.0% | +8.5% | -18.5% | -13.5% |
| YTD | -12.5% | +13.2% | -25.7% | -17.5% |
| 1Y | -27.9% | +15.0% | -42.9% | -32.5% |
| 3Y | -31.4% | +49.6% | -81.0% | -43.4% |
| 5Y | -3.2% | +46.0% | -49.2% | -21.0% |
| All | -3.2% | +45.8% | -49.1% | -21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling