+38.4%
MCD vs JAAA
+30.3%
+8.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -1.6% | +0.1% | -1.7% | -1.7% |
| 30D | +14.1% | +0.4% | +13.7% | +13.9% |
| 3M | +0.6% | +1.2% | -0.6% | 0.0% |
| 6M | 0.0% | +2.3% | -2.3% | -1.1% |
| YTD | -9.3% | +4.0% | -13.3% | -11.0% |
| 1Y | -9.3% | +4.8% | -14.1% | -11.4% |
| 3Y | +8.6% | +18.4% | -9.8% | +1.0% |
| 5Y | +21.9% | +27.5% | -5.6% | +11.0% |
| All | +38.4% | +30.3% | +8.1% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 10y: compounded portfolio wealth divided by compounded JAAA 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…
10y analysis · Full analysis span regression · 6 months rolling