-16.1%
MCD vs JAAA
+4.8%
-21.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -2.0% | +0.1% | -2.1% | -2.1% |
| 30D | -6.1% | +0.5% | -6.6% | -6.3% |
| 3M | -7.3% | +1.2% | -8.5% | -7.6% |
| 6M | -20.9% | +2.8% | -23.8% | -20.5% |
| YTD | -14.7% | +3.2% | -17.8% | -14.7% |
| 1Y | -16.1% | +4.8% | -21.0% | -17.2% |
| All | -16.1% | +4.8% | -21.0% | -17.2% |
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