+10.5%
MCD vs HBM
+348.5%
-338.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.2% | -0.5% |
| 7D | +7.1% | -3.6% | +10.8% | +7.1% |
| 30D | +19.8% | -19.2% | +38.9% | +19.7% |
| 3M | +0.8% | -20.5% | +21.3% | +0.7% |
| 6M | -1.3% | -12.8% | +11.5% | -1.4% |
| YTD | -7.8% | +5.4% | -13.2% | -8.1% |
| 1Y | -5.0% | +33.0% | -37.9% | -5.5% |
| 3Y | +10.5% | +357.3% | -346.8% | +6.4% |
| All | +10.5% | +348.5% | -338.0% | +6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling