-21.9%
MCD vs HBM
+6.9%
-28.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.5% |
| 7D | -2.8% | -6.4% | +3.5% | -3.0% |
| 30D | -6.0% | +5.9% | -11.9% | -5.9% |
| 3M | -5.6% | -8.9% | +3.3% | -5.1% |
| 6M | -21.9% | +10.7% | -32.5% | -22.2% |
| All | -21.9% | +6.9% | -28.7% | -22.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling