+1,672.4%
MCD vs HDB
+3,812.1%
-2,139.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | -2.8% | +0.4% | -3.3% | -2.9% |
| 30D | -6.0% | -2.8% | -3.2% | -5.6% |
| 3M | -5.6% | -3.5% | -2.0% | -5.2% |
| 6M | -21.9% | -24.7% | +2.9% | -18.2% |
| YTD | -14.7% | -36.6% | +21.9% | -8.1% |
| 1Y | -17.3% | -34.4% | +17.1% | -11.5% |
| 3Y | -2.2% | -24.4% | +22.2% | +1.0% |
| 5Y | +20.3% | -35.4% | +55.6% | +26.0% |
| 10Y | +180.7% | +39.5% | +141.2% | +149.0% |
| All | +1,672.4% | +3,812.1% | -2,139.7% | +820.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling