-5.0%
MCD vs HD
-5.0%
+0.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.2% |
| 7D | +7.1% | +4.3% | +2.8% | +5.5% |
| 30D | +19.8% | +20.2% | -0.4% | +12.6% |
| 3M | +0.8% | -1.0% | +1.8% | +0.3% |
| 6M | -1.3% | +7.9% | -9.2% | -4.3% |
| YTD | -7.8% | +2.0% | -9.7% | -9.3% |
| 1Y | -5.0% | -4.3% | -0.7% | -4.7% |
| All | -5.0% | -5.0% | +0.1% | -4.7% |
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