+635.5%
MCD vs HBM
+613.3%
+22.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.5% |
| 7D | -2.8% | -6.4% | +3.5% | -2.4% |
| 30D | -6.0% | +5.9% | -11.9% | -6.4% |
| 3M | -5.6% | -8.9% | +3.3% | -5.4% |
| 6M | -21.9% | +10.7% | -32.5% | -23.0% |
| YTD | -14.7% | +38.3% | -53.0% | -17.5% |
| 1Y | -17.3% | +121.3% | -138.6% | -22.7% |
| 3Y | -2.2% | +450.6% | -452.7% | -15.9% |
| 5Y | +20.3% | +338.0% | -317.7% | +2.7% |
| 10Y | +180.7% | +578.6% | -397.9% | +113.0% |
| All | +635.5% | +613.3% | +22.2% | +438.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling