+211.3%
MCD vs HAL
-18.5%
+229.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +5.9% | -7.9% | +13.8% | +7.0% |
| 30D | +19.6% | -2.1% | +21.7% | +19.8% |
| 3M | +3.3% | +0.4% | +2.8% | +3.0% |
| 6M | +3.5% | -19.2% | +22.7% | +5.8% |
| YTD | -6.1% | +14.4% | -20.5% | -8.6% |
| 1Y | -3.7% | +18.0% | -21.6% | -6.7% |
| 3Y | +13.4% | -9.7% | +23.1% | +12.2% |
| 5Y | +25.2% | +40.1% | -15.0% | +11.1% |
| 10Y | +211.3% | -19.1% | +230.4% | +123.9% |
| All | +211.3% | -18.5% | +229.8% | +123.9% |
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