+213.3%
MCD vs HBM
+301.8%
-88.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.7% | +3.9% | +0.5% |
| 7D | +7.3% | +2.4% | +4.9% | +7.1% |
| 30D | +20.0% | -16.0% | +35.9% | +21.1% |
| 3M | +3.8% | -21.3% | +25.2% | +5.1% |
| 6M | +3.8% | -12.2% | +16.0% | +3.7% |
| YTD | -5.9% | +10.7% | -16.5% | -8.0% |
| 1Y | -3.2% | +30.3% | -33.5% | -6.6% |
| 3Y | +13.3% | +432.2% | -419.0% | -4.5% |
| 5Y | +25.2% | +218.8% | -193.6% | +7.6% |
| 10Y | +213.3% | +281.4% | -68.0% | +128.5% |
| All | +213.3% | +301.8% | -88.4% | +128.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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