+30.1%
MCD vs JAAA
+29.3%
+0.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.6% |
| 7D | -2.8% | +0.2% | -3.0% | -2.9% |
| 30D | -6.0% | +0.5% | -6.6% | -6.3% |
| 3M | -5.6% | +1.3% | -6.8% | -6.2% |
| 6M | -21.9% | +2.7% | -24.5% | -22.8% |
| YTD | -14.7% | +3.2% | -17.9% | -16.0% |
| 1Y | -17.3% | +4.9% | -22.2% | -19.2% |
| 3Y | -2.2% | +19.0% | -21.1% | -9.1% |
| 5Y | +20.3% | +26.8% | -6.5% | +9.5% |
| All | +30.1% | +29.3% | +0.8% | +11.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling