+883.7%
BAH vs MDY
+446.1%
+437.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -3.2% | +0.1% | -3.4% | -3.3% |
| 30D | +2.0% | -1.5% | +3.5% | +2.8% |
| 3M | -7.6% | +0.8% | -8.4% | -8.2% |
| 6M | -5.7% | +7.4% | -13.1% | -9.9% |
| YTD | -11.7% | +15.2% | -26.9% | -18.8% |
| 1Y | -27.4% | +16.5% | -43.9% | -33.7% |
| 3Y | -32.5% | +46.8% | -79.3% | -46.7% |
| 5Y | -3.3% | +46.0% | -49.4% | -24.8% |
| 10Y | +186.0% | +172.1% | +13.9% | +43.7% |
| All | +883.7% | +446.1% | +437.6% | +210.0% |
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 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