+20.8%
MCD vs HBM
+194.0%
-173.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.6% |
| 7D | -1.6% | +2.2% | -3.9% | -1.7% |
| 30D | +14.1% | -11.8% | +25.9% | +14.4% |
| 3M | +0.6% | -19.2% | +19.8% | +1.0% |
| 6M | 0.0% | -22.9% | +22.9% | +0.4% |
| YTD | -9.3% | +7.8% | -17.1% | -10.2% |
| 1Y | -9.3% | +34.9% | -44.2% | -11.0% |
| 3Y | +8.6% | +422.2% | -413.6% | -1.4% |
| All | +20.8% | +194.0% | -173.2% | +13.3% |
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