+5,154.3%
HD vs MCK
+6,813.7%
-1,659.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.2% |
| 7D | -3.9% | -4.4% | +0.5% | -2.8% |
| 30D | -13.1% | -2.2% | -10.9% | -12.7% |
| 3M | -3.4% | +11.6% | -15.0% | -6.3% |
| 6M | -12.6% | -4.9% | -7.6% | -11.9% |
| YTD | -9.2% | +7.7% | -16.9% | -11.8% |
| 1Y | -23.9% | +25.2% | -49.1% | -29.0% |
| 3Y | +0.4% | +112.1% | -111.7% | -19.5% |
| 5Y | +4.5% | +345.8% | -341.3% | -31.6% |
| 10Y | +205.4% | +439.7% | -234.3% | +82.0% |
| All | +5,154.3% | +6,813.7% | -1,659.4% | +1,436.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling