+1,074.1%
BAH vs MDY
+439.6%
+634.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -1.0% |
| 7D | -1.6% | +0.2% | -1.8% | -1.8% |
| 30D | +18.0% | +2.1% | +15.9% | +16.4% |
| 3M | +11.4% | -3.6% | +15.1% | +13.5% |
| 6M | +17.7% | +1.7% | +16.0% | +16.1% |
| YTD | +5.4% | +13.8% | -8.5% | -2.7% |
| 1Y | +2.8% | +15.5% | -12.8% | -5.9% |
| 3Y | -26.7% | +58.3% | -85.0% | -44.6% |
| 5Y | +8.1% | +37.4% | -29.4% | -13.0% |
| 10Y | +202.5% | +171.0% | +31.6% | +51.9% |
| All | +1,074.1% | +439.6% | +634.5% | +271.6% |
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