-1.5%
MCD vs HDB
-24.6%
+23.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.5% |
| 7D | -2.8% | +0.4% | -3.3% | -2.9% |
| 30D | -6.0% | -2.8% | -3.2% | -5.8% |
| 3M | -5.6% | -3.5% | -2.0% | -5.4% |
| 6M | -21.9% | -24.7% | +2.9% | -19.9% |
| YTD | -14.7% | -36.6% | +21.9% | -11.4% |
| 1Y | -17.3% | -34.4% | +17.1% | -14.3% |
| All | -1.5% | -24.6% | +23.0% | +1.4% |
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 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