-23.9%
HD vs MKC
-23.8%
-0.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.4% |
| 7D | -3.9% | -2.8% | -1.1% | -3.3% |
| 30D | -13.1% | -3.4% | -9.7% | -12.4% |
| 3M | -3.4% | +3.8% | -7.2% | -4.4% |
| 6M | -12.6% | -17.9% | +5.4% | -9.1% |
| YTD | -9.2% | -23.6% | +14.4% | -4.3% |
| 1Y | -23.9% | -23.1% | -0.8% | -20.2% |
| All | -23.9% | -23.8% | -0.1% | -20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling