-1.1%
MCD vs BAH
+15.9%
-17.0%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -1.9% | -1.0% |
| 7D | +8.0% | +6.0% | +2.0% | +6.9% |
| 30D | +19.6% | +31.1% | -11.5% | +14.1% |
| 3M | +2.2% | +25.2% | -23.0% | -1.9% |
| 6M | -1.1% | +18.9% | -20.0% | -7.8% |
| All | -1.1% | +15.9% | -17.0% | -7.8% |
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