+5,979.9%
MCD vs HD
+31,989.9%
-26,010.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.6% |
| 3M | -5.6% | +4.3% | -9.9% | -6.9% |
| 6M | -21.9% | -11.1% | -10.7% | -19.4% |
| YTD | -14.7% | -4.7% | -10.0% | -13.9% |
| 1Y | -17.3% | -19.8% | +2.5% | -12.3% |
| 3Y | -2.2% | +4.1% | -6.3% | -4.9% |
| 5Y | +20.3% | +10.3% | +10.0% | +12.9% |
| 10Y | +180.7% | +203.2% | -22.5% | +96.3% |
| All | +5,979.9% | +31,989.9% | -26,010.0% | +906.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling