-8.6%
MCD vs JAAA
+4.7%
-13.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | +16.0% | +0.4% | +15.6% | +15.8% |
| 3M | 0.0% | +1.2% | -1.3% | -0.4% |
| 6M | +0.9% | +2.3% | -1.3% | +0.7% |
| YTD | -8.7% | +4.0% | -12.7% | -7.8% |
| 1Y | -8.6% | +4.8% | -13.4% | -8.2% |
| All | -8.6% | +4.7% | -13.3% | -8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling