+177.3%
MCD vs HD
+203.6%
-26.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.5% | -1.9% |
| 7D | -2.8% | -2.1% | -0.8% | -2.0% |
| 30D | -6.0% | -8.4% | +2.4% | -2.8% |
| 3M | -5.6% | +4.3% | -9.9% | -7.5% |
| 6M | -21.9% | -11.1% | -10.7% | -18.5% |
| YTD | -14.7% | -4.7% | -10.0% | -13.7% |
| 1Y | -17.3% | -19.8% | +2.5% | -10.4% |
| 3Y | -2.2% | +4.1% | -6.3% | -6.8% |
| 5Y | +20.3% | +10.3% | +10.0% | +8.0% |
| All | +177.3% | +203.6% | -26.3% | +68.5% |
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