+34,084.2%
HD vs MKC
+3,067.0%
+31,017.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | -1.2% | -7.0% | +5.9% | +1.4% |
| 30D | +20.9% | +4.1% | +16.8% | +19.3% |
| 3M | -0.2% | -10.3% | +10.1% | +3.5% |
| 6M | +14.5% | +1.7% | +12.8% | +13.3% |
| YTD | +4.3% | -29.1% | +33.4% | +16.2% |
| 1Y | -3.5% | -26.0% | +22.5% | +5.9% |
| 3Y | +30.1% | -21.5% | +51.6% | +37.5% |
| 5Y | +8.5% | -35.0% | +43.5% | +21.0% |
| 10Y | +245.3% | +25.6% | +219.7% | +201.6% |
| All | +34,084.2% | +3,067.0% | +31,017.3% | +10,382.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling