+203.4%
HD vs MKC
+29.3%
+174.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.3% |
| 7D | -3.9% | -2.8% | -1.1% | -2.9% |
| 30D | -13.1% | -3.4% | -9.7% | -12.1% |
| 3M | -3.4% | +3.8% | -7.2% | -5.1% |
| 6M | -12.6% | -17.9% | +5.4% | -6.6% |
| YTD | -9.2% | -23.6% | +14.4% | -0.7% |
| 1Y | -23.9% | -23.1% | -0.8% | -17.3% |
| 3Y | +0.4% | -31.5% | +32.0% | +12.6% |
| 5Y | +4.5% | -33.1% | +37.6% | +16.4% |
| All | +203.4% | +29.3% | +174.1% | +179.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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