+10.5%
MCD vs JAAA
+18.6%
-8.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.6% |
| 7D | +7.1% | +0.2% | +7.0% | +7.0% |
| 30D | +19.8% | +0.4% | +19.3% | +19.4% |
| 3M | +0.8% | +1.2% | -0.4% | -0.1% |
| 6M | -1.3% | +2.3% | -3.7% | -2.9% |
| YTD | -7.8% | +3.9% | -11.6% | -10.1% |
| 1Y | -5.0% | +4.8% | -9.8% | -8.0% |
| 3Y | +10.5% | +18.5% | -8.0% | +8.0% |
| All | +10.5% | +18.6% | -8.1% | +8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling