+10.5%
MCD vs BAH
-26.3%
+36.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +3.9% | -0.2% |
| 7D | +7.1% | -3.5% | +10.7% | +7.5% |
| 30D | +19.8% | +24.3% | -4.5% | +17.6% |
| 3M | +0.8% | +16.3% | -15.5% | -0.5% |
| 6M | -1.3% | +13.6% | -14.9% | -2.9% |
| YTD | -7.8% | +3.5% | -11.2% | -9.0% |
| 1Y | -5.0% | +2.7% | -7.7% | -6.3% |
| 3Y | +10.5% | -26.6% | +37.1% | +9.8% |
| All | +10.5% | -26.3% | +36.8% | +9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling