+6,074.5%
HD vs MCO
+7,930.1%
-1,855.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +1.5% | +0.5% | +1.0% | +1.3% |
| 30D | +18.0% | +9.8% | +8.2% | +13.9% |
| 3M | +2.8% | +4.3% | -1.5% | +1.1% |
| 6M | +17.0% | +16.5% | +0.5% | +9.9% |
| YTD | +3.5% | +0.1% | +3.4% | +2.3% |
| 1Y | -2.6% | +4.4% | -7.0% | -5.3% |
| 3Y | +30.7% | +51.6% | -20.9% | +8.4% |
| 5Y | +6.2% | +36.7% | -30.5% | -9.3% |
| 10Y | +242.7% | +455.7% | -213.0% | +72.0% |
| All | +6,074.5% | +7,930.1% | -1,855.6% | +942.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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