+25.2%
MCD vs HD
+8.5%
+16.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.9% | -1.1% | +1.0% |
| 7D | +5.9% | +3.6% | +2.4% | +4.9% |
| 30D | +19.6% | +21.6% | -1.9% | +13.5% |
| 3M | +3.3% | +0.1% | +3.2% | +2.9% |
| 6M | +3.5% | +13.0% | -9.5% | -0.1% |
| YTD | -6.1% | +4.9% | -11.0% | -7.9% |
| 1Y | -3.7% | -2.1% | -1.6% | -3.9% |
| 3Y | +13.4% | +32.6% | -19.2% | +4.0% |
| 5Y | +25.2% | +8.2% | +16.9% | +19.1% |
| All | +25.2% | +8.5% | +16.6% | +19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling