+3.1%
HD vs MKC
-29.9%
+32.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -1.9% | -2.2% |
| 7D | -1.2% | -4.3% | +3.2% | -0.1% |
| 30D | -11.1% | -2.0% | -9.1% | -10.7% |
| 3M | +2.0% | +10.0% | -8.0% | -0.5% |
| 6M | -10.5% | -18.5% | +8.1% | -6.2% |
| YTD | -6.9% | -22.4% | +15.6% | -1.4% |
| 1Y | -23.2% | -23.6% | +0.4% | -18.5% |
| 3Y | +3.1% | -30.4% | +33.5% | +11.4% |
| All | +3.1% | -29.9% | +32.9% | +11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling