-3.5%
MCD vs HAL
+17.1%
-20.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +5.9% | -7.9% | +13.8% | +5.3% |
| 30D | +19.6% | -2.1% | +21.7% | +19.3% |
| 3M | +3.3% | +0.4% | +2.8% | +3.1% |
| 6M | +3.5% | -19.2% | +22.7% | +2.3% |
| YTD | -6.1% | +14.4% | -20.5% | -8.0% |
| All | -3.5% | +17.1% | -20.6% | -6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling