-16.0%
MCD vs HBM
+118.9%
-134.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.8% | -5.7% | +0.2% |
| 7D | -2.0% | +7.4% | -9.4% | -1.9% |
| 30D | -6.1% | +5.1% | -11.2% | -6.0% |
| 3M | -7.3% | +11.1% | -18.4% | -6.7% |
| 6M | -20.9% | +30.2% | -51.1% | -20.9% |
| YTD | -14.7% | +46.2% | -60.9% | -13.9% |
| All | -16.0% | +118.9% | -134.9% | -14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling