-8.6%
MCD vs HDB
-29.3%
+20.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.2% |
| 7D | -1.6% | +4.1% | -5.7% | -2.4% |
| 30D | +16.0% | +13.0% | +3.1% | +13.2% |
| 3M | 0.0% | +11.3% | -11.3% | -2.3% |
| 6M | +0.9% | +6.9% | -6.0% | -1.4% |
| YTD | -8.7% | -29.6% | +20.9% | -2.9% |
| 1Y | -8.6% | -29.5% | +21.0% | -2.4% |
| All | -8.6% | -29.3% | +20.8% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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