+23.4%
MCD vs BAH
+8.7%
+14.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.5% |
| 7D | -1.9% | -1.6% | -0.3% | -1.8% |
| 30D | +16.6% | +18.0% | -1.4% | +14.4% |
| 3M | +0.9% | +11.4% | -10.5% | -0.4% |
| 6M | +1.5% | +17.7% | -16.2% | -0.9% |
| YTD | -8.3% | +5.4% | -13.7% | -9.9% |
| 1Y | -8.1% | +2.8% | -10.9% | -9.5% |
| 3Y | +10.3% | -26.7% | +37.0% | +10.1% |
| 5Y | +23.4% | +8.1% | +15.4% | +15.3% |
| All | +23.4% | +8.7% | +14.7% | +15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling