+193.4%
MCD vs BAH
+198.8%
-5.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.4% | -0.6% |
| 7D | -1.6% | +1.7% | -3.4% | -1.9% |
| 30D | +14.1% | +20.8% | -6.7% | +10.2% |
| 3M | +0.6% | +11.6% | -11.0% | -1.6% |
| 6M | 0.0% | +23.1% | -23.1% | -4.4% |
| YTD | -9.3% | +5.3% | -14.5% | -11.5% |
| 1Y | -9.3% | +6.1% | -15.4% | -11.8% |
| 3Y | +8.6% | -27.5% | +36.1% | +10.4% |
| 5Y | +21.9% | +6.2% | +15.7% | +10.2% |
| All | +193.4% | +198.8% | -5.3% | +123.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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