+3,769.4%
HDB vs MKC
+696.1%
+3,073.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.5% | 0.0% |
| 7D | +0.4% | -5.9% | +6.3% | +3.3% |
| 30D | -2.8% | -0.9% | -1.9% | -2.6% |
| 3M | -3.5% | +12.7% | -16.3% | -9.7% |
| 6M | -24.7% | -19.3% | -5.4% | -17.8% |
| YTD | -36.6% | -22.2% | -14.4% | -30.0% |
| 1Y | -34.4% | -23.3% | -11.0% | -27.4% |
| 3Y | -24.4% | -30.0% | +5.6% | -15.1% |
| 5Y | -35.4% | -33.8% | -1.6% | -28.0% |
| 10Y | +39.5% | +24.4% | +15.1% | -3.5% |
| All | +3,769.4% | +696.1% | +3,073.3% | +969.3% |
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