+177.3%
MCD vs HAS
+56.4%
+120.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | -2.8% | -1.8% | -1.0% | -2.5% |
| 30D | -6.0% | +2.3% | -8.3% | -6.5% |
| 3M | -5.6% | +10.4% | -15.9% | -7.7% |
| 6M | -21.9% | -3.2% | -18.6% | -21.7% |
| YTD | -14.7% | +15.4% | -30.1% | -17.9% |
| 1Y | -17.3% | +18.8% | -36.1% | -21.0% |
| 3Y | -2.2% | +43.9% | -46.1% | -12.2% |
| 5Y | +20.3% | +13.9% | +6.4% | +13.0% |
| All | +177.3% | +56.4% | +120.9% | +134.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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