+205.9%
MCD vs HAL
-17.4%
+223.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.4% | -6.0% | -3.0% |
| 7D | -1.9% | -0.2% | -1.7% | -1.9% |
| 30D | +16.6% | +1.0% | +15.6% | +16.3% |
| 3M | +0.9% | -2.1% | +3.1% | +1.0% |
| 6M | +1.5% | -17.5% | +18.9% | +3.5% |
| YTD | -8.3% | +18.1% | -26.5% | -11.1% |
| 1Y | -8.1% | +19.7% | -27.9% | -11.2% |
| 3Y | +10.3% | -7.9% | +18.2% | +8.9% |
| 5Y | +23.4% | +53.1% | -29.6% | +8.0% |
| 10Y | +205.9% | -16.8% | +222.7% | +119.5% |
| All | +205.9% | -17.4% | +223.3% | +119.5% |
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