+22.7%
MCD vs HAL
+41.5%
-18.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.3% | -0.5% |
| 7D | +7.1% | -12.0% | +19.1% | +7.5% |
| 30D | +19.8% | +0.3% | +19.5% | +19.7% |
| 3M | +0.8% | -1.6% | +2.4% | +0.8% |
| 6M | -1.3% | -20.5% | +19.2% | -0.7% |
| YTD | -7.8% | +14.2% | -22.0% | -8.7% |
| 1Y | -5.0% | +18.9% | -23.8% | -6.1% |
| 3Y | +10.5% | -13.7% | +24.3% | +10.6% |
| All | +22.7% | +41.5% | -18.7% | +15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling