+178.1%
MCD vs HAL
+2.9%
+175.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.4% |
| 7D | -2.8% | +2.9% | -5.8% | -3.2% |
| 30D | -6.0% | +17.0% | -23.1% | -7.9% |
| 3M | -5.6% | -9.7% | +4.1% | -4.6% |
| 6M | -21.9% | +8.6% | -30.5% | -23.1% |
| YTD | -14.7% | +33.0% | -47.7% | -18.4% |
| 1Y | -17.3% | +68.3% | -85.6% | -23.5% |
| 3Y | -2.2% | +0.1% | -2.3% | -4.3% |
| 5Y | +20.3% | +102.6% | -82.3% | +0.7% |
| All | +178.1% | +2.9% | +175.2% | +92.8% |
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