+22.6%
MCD vs HD
+6.3%
+16.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.8% | -0.3% |
| 7D | +8.0% | +6.4% | +1.7% | +6.2% |
| 30D | +19.6% | +22.1% | -2.4% | +13.4% |
| 3M | +2.2% | -0.2% | +2.4% | +2.0% |
| 6M | -1.1% | +12.6% | -13.7% | -4.5% |
| YTD | -7.2% | +3.9% | -11.1% | -8.7% |
| 1Y | -6.7% | -3.7% | -3.0% | -6.5% |
| 3Y | +11.6% | +27.9% | -16.3% | +3.4% |
| 5Y | +22.6% | +7.8% | +14.8% | +16.4% |
| All | +22.6% | +6.3% | +16.4% | +16.4% |
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