+5,979.9%
MCD vs HAL
+597.8%
+5,382.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.5% |
| 7D | -2.8% | +2.9% | -5.8% | -3.1% |
| 30D | -6.0% | +17.0% | -23.1% | -7.7% |
| 3M | -5.6% | -9.7% | +4.1% | -4.7% |
| 6M | -21.9% | +8.6% | -30.5% | -22.9% |
| YTD | -14.7% | +33.0% | -47.7% | -17.9% |
| 1Y | -17.3% | +68.3% | -85.6% | -22.7% |
| 3Y | -2.2% | +0.1% | -2.3% | -4.3% |
| 5Y | +20.3% | +102.6% | -82.3% | +5.5% |
| 10Y | +180.7% | +3.8% | +176.9% | +142.7% |
| All | +5,979.9% | +597.8% | +5,382.1% | +3,366.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling