+10.5%
MCD vs HDB
-11.1%
+21.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -0.8% |
| 7D | +7.1% | +13.3% | -6.2% | +5.6% |
| 30D | +19.8% | +13.6% | +6.2% | +18.0% |
| 3M | +0.8% | +5.8% | -5.0% | 0.0% |
| 6M | -1.3% | -1.9% | +0.6% | -1.5% |
| YTD | -7.8% | -31.2% | +23.4% | -5.6% |
| 1Y | -5.0% | -29.6% | +24.6% | -2.8% |
| 3Y | +10.5% | -10.1% | +20.6% | +14.9% |
| All | +10.5% | -11.1% | +21.6% | +14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling