-21.9%
MCD vs BAH
-6.2%
-15.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | -0.1% | -1.4% |
| 7D | -2.8% | -3.2% | +0.4% | -2.5% |
| 30D | -6.0% | +2.0% | -8.0% | -6.3% |
| 3M | -5.6% | -7.6% | +2.1% | -7.7% |
| 6M | -21.9% | -5.7% | -16.2% | -23.8% |
| All | -21.9% | -6.2% | -15.6% | -23.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling