+195.2%
MCD vs HD
+240.6%
-45.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | -0.1% |
| 7D | -1.6% | -0.5% | -1.1% | -1.4% |
| 30D | +16.0% | +18.5% | -2.4% | +8.3% |
| 3M | 0.0% | +2.2% | -2.2% | -1.0% |
| 6M | +0.9% | +13.8% | -12.9% | -4.7% |
| YTD | -8.7% | +3.4% | -12.1% | -10.7% |
| 1Y | -8.6% | -3.5% | -5.1% | -8.1% |
| 3Y | +9.9% | +29.0% | -19.1% | -4.6% |
| 5Y | +22.6% | +6.1% | +16.6% | +13.6% |
| All | +195.2% | +240.6% | -45.4% | +73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 10y: compounded portfolio wealth divided by compounded HD 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…
10y analysis · Full analysis span regression · 6 months rolling