+206.4%
HD vs MCK
+442.8%
-236.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -3.8% | -2.9% | -0.9% | -3.2% |
| 30D | -9.4% | +0.4% | -9.9% | -9.6% |
| 3M | -4.6% | +12.1% | -16.7% | -7.4% |
| 6M | -10.1% | -5.4% | -4.6% | -9.2% |
| YTD | -8.3% | +7.8% | -16.1% | -10.9% |
| 1Y | -25.0% | +22.9% | -48.0% | -29.7% |
| 3Y | +1.5% | +110.7% | -109.2% | -19.8% |
| 5Y | +5.6% | +346.2% | -340.6% | -35.0% |
| All | +206.4% | +442.8% | -236.4% | +66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 10y: compounded portfolio wealth divided by compounded MCK 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…
10y analysis · Full analysis span regression · 6 months rolling