+205.9%
MCD vs HBM
+274.8%
-68.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -1.9% | -1.3% | -0.7% | -1.9% |
| 30D | +16.6% | -14.8% | +31.4% | +17.7% |
| 3M | +0.9% | -20.7% | +21.6% | +2.2% |
| 6M | +1.5% | -13.9% | +15.4% | +1.6% |
| YTD | -8.3% | +10.6% | -18.9% | -10.4% |
| 1Y | -8.1% | +32.4% | -40.5% | -11.4% |
| 3Y | +10.3% | +432.0% | -421.7% | -7.0% |
| 5Y | +23.4% | +205.5% | -182.0% | +6.5% |
| 10Y | +205.9% | +291.1% | -85.2% | +123.4% |
| All | +205.9% | +274.8% | -68.9% | +123.4% |
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