+6.2%
HD vs MKC
-33.4%
+39.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | -1.8% | -4.3% | +2.5% | -0.5% |
| 30D | -10.8% | -3.1% | -7.7% | -10.1% |
| 3M | -2.7% | +6.8% | -9.5% | -4.8% |
| 6M | -10.3% | -18.3% | +8.1% | -5.2% |
| YTD | -7.8% | -23.1% | +15.2% | -1.0% |
| 1Y | -23.1% | -23.7% | +0.5% | -17.4% |
| 3Y | +2.0% | -31.0% | +33.0% | +12.7% |
| All | +6.2% | -33.4% | +39.6% | +24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling