-32.4%
MKC vs JAAA
+18.9%
-51.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -2.8% | +0.1% | -2.9% | -2.9% |
| 30D | -3.4% | +0.4% | -3.8% | -3.8% |
| 3M | +3.8% | +1.2% | +2.6% | +2.5% |
| 6M | -17.9% | +2.7% | -20.6% | -20.1% |
| YTD | -23.6% | +3.2% | -26.8% | -26.2% |
| 1Y | -23.1% | +4.8% | -27.9% | -27.5% |
| All | -32.4% | +18.9% | -51.3% | -49.7% |
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