+211.7%
MCD vs HD
+257.8%
-46.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.2% |
| 7D | +7.1% | +4.3% | +2.8% | +5.3% |
| 30D | +19.8% | +20.2% | -0.4% | +11.2% |
| 3M | +0.8% | -1.0% | +1.8% | +1.1% |
| 6M | -1.3% | +7.9% | -9.2% | -4.7% |
| YTD | -7.8% | +2.0% | -9.7% | -9.2% |
| 1Y | -5.0% | -4.3% | -0.7% | -4.2% |
| 3Y | +10.5% | +25.9% | -15.4% | -3.0% |
| 5Y | +22.0% | +5.8% | +16.1% | +13.0% |
| All | +211.7% | +257.8% | -46.2% | +94.0% |
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