+442.0%
MCD vs BAH
+1,110.0%
-668.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -1.9% | -1.0% |
| 7D | +8.0% | +6.0% | +2.0% | +7.0% |
| 30D | +19.6% | +31.1% | -11.5% | +14.3% |
| 3M | +2.2% | +25.2% | -23.0% | -1.8% |
| 6M | -1.1% | +18.9% | -20.0% | -4.6% |
| YTD | -7.2% | +8.3% | -15.5% | -9.7% |
| 1Y | -6.7% | +6.2% | -12.9% | -9.0% |
| 3Y | +11.6% | -22.8% | +34.4% | +12.3% |
| 5Y | +22.6% | +13.6% | +9.1% | +13.0% |
| 10Y | +218.4% | +240.2% | -21.8% | +145.0% |
| All | +442.0% | +1,110.0% | -668.0% | +240.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling