-37.8%
HDB vs MKC
-34.7%
-3.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.7% |
| 7D | -4.9% | -4.3% | -0.6% | -4.3% |
| 30D | -5.8% | -3.1% | -2.7% | -5.4% |
| 3M | -5.2% | +6.8% | -12.0% | -6.4% |
| 6M | -25.7% | -18.3% | -7.4% | -23.5% |
| YTD | -39.6% | -23.1% | -16.5% | -37.3% |
| 1Y | -36.9% | -23.7% | -13.2% | -34.5% |
| 3Y | -29.7% | -31.0% | +1.3% | -26.3% |
| 5Y | -37.8% | -33.5% | -4.2% | -33.9% |
| All | -37.8% | -34.7% | -3.1% | -33.9% |
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