-9.3%
MCD vs HD
-3.5%
-5.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.7% |
| 7D | -1.6% | +1.5% | -3.2% | -2.2% |
| 30D | +14.1% | +18.0% | -3.9% | +7.8% |
| 3M | +0.6% | +2.8% | -2.2% | -1.1% |
| 6M | 0.0% | +17.0% | -16.9% | -5.4% |
| YTD | -9.3% | +3.5% | -12.8% | -11.3% |
| 1Y | -9.3% | -2.6% | -6.7% | -9.9% |
| All | -9.3% | -3.5% | -5.8% | -9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling