+1,816.8%
MCD vs HDB
+4,142.9%
-2,326.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -0.9% |
| 7D | +7.1% | +13.3% | -6.2% | +4.8% |
| 30D | +19.8% | +13.6% | +6.2% | +17.1% |
| 3M | +0.8% | +5.8% | -5.0% | -0.3% |
| 6M | -1.3% | -1.9% | +0.6% | -1.4% |
| YTD | -7.8% | -31.2% | +23.4% | -2.1% |
| 1Y | -5.0% | -29.6% | +24.6% | +0.4% |
| 3Y | +10.5% | -10.1% | +20.6% | +10.6% |
| 5Y | +22.0% | -24.3% | +46.3% | +24.2% |
| 10Y | +216.7% | +59.3% | +157.4% | +174.4% |
| All | +1,816.8% | +4,142.9% | -2,326.1% | +880.5% |
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