+20.4%
MCD vs JAAA
+26.4%
-6.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.7% |
| 6M | -20.9% | +2.8% | -23.8% | -21.7% |
| YTD | -14.7% | +3.2% | -17.8% | -15.6% |
| 1Y | -16.1% | +4.8% | -21.0% | -17.6% |
| 3Y | -1.5% | +19.0% | -20.5% | -5.9% |
| 5Y | +20.4% | +26.8% | -6.4% | +14.6% |
| All | +20.4% | +26.4% | -6.0% | +14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling