+193.4%
MCD vs HAL
-13.9%
+207.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.1% | -3.7% | -1.0% |
| 7D | -1.6% | +6.1% | -7.7% | -2.4% |
| 30D | +14.1% | +2.9% | +11.2% | +13.6% |
| 3M | +0.6% | +3.3% | -2.7% | 0.0% |
| 6M | 0.0% | -16.9% | +16.9% | +1.9% |
| YTD | -9.3% | +21.2% | -30.5% | -12.3% |
| 1Y | -9.3% | +27.5% | -36.9% | -13.0% |
| 3Y | +8.6% | -6.4% | +15.1% | +7.0% |
| 5Y | +21.9% | +58.0% | -36.1% | +6.3% |
| All | +193.4% | -13.9% | +207.3% | +109.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 10y: compounded portfolio wealth divided by compounded HAL 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…
10y analysis · Full analysis span regression · 6 months rolling