+211.7%
MCD vs HAS
+101.4%
+110.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | +7.1% | -0.2% | +7.3% | +7.2% |
| 30D | +19.8% | +31.0% | -11.3% | +13.2% |
| 3M | +0.8% | +30.7% | -29.9% | -4.7% |
| 6M | -1.3% | +23.9% | -25.2% | -6.0% |
| YTD | -7.8% | +48.3% | -56.1% | -15.8% |
| 1Y | -5.0% | +60.2% | -65.2% | -14.7% |
| 3Y | +10.5% | +189.2% | -178.7% | -15.6% |
| 5Y | +22.0% | +50.4% | -28.4% | +8.0% |
| All | +211.7% | +101.4% | +110.3% | +143.2% |
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