+21.6%
MCD vs HD
+10.1%
+11.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.5% | -1.8% |
| 7D | -2.8% | -2.1% | -0.8% | -2.3% |
| 30D | -6.0% | -8.4% | +2.4% | -3.9% |
| 3M | -5.6% | +4.3% | -9.9% | -6.7% |
| 6M | -21.9% | -11.1% | -10.7% | -19.7% |
| YTD | -14.7% | -4.7% | -10.0% | -14.0% |
| 1Y | -17.3% | -19.8% | +2.5% | -13.0% |
| 3Y | -2.2% | +4.1% | -6.3% | -4.4% |
| All | +21.6% | +10.1% | +11.5% | +13.6% |
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