+21.6%
MCD vs HBM
+349.4%
-327.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.5% |
| 7D | -2.8% | -6.4% | +3.5% | -2.7% |
| 30D | -6.0% | +5.9% | -11.9% | -6.2% |
| 3M | -5.6% | -8.9% | +3.3% | -5.4% |
| 6M | -21.9% | +10.7% | -32.5% | -22.3% |
| YTD | -14.7% | +38.3% | -53.0% | -15.9% |
| 1Y | -17.3% | +121.3% | -138.6% | -19.9% |
| 3Y | -2.2% | +450.6% | -452.7% | -10.0% |
| All | +21.6% | +349.4% | -327.7% | +11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling