+8.6%
MCD vs HIG
+96.1%
-87.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -1.6% | +2.6% | -4.3% | -2.5% |
| 30D | +14.1% | +4.2% | +9.9% | +12.7% |
| 3M | +0.6% | +0.2% | +0.4% | +0.5% |
| 6M | 0.0% | +4.6% | -4.6% | -1.5% |
| YTD | -9.3% | +1.1% | -10.4% | -9.9% |
| 1Y | -9.3% | +4.7% | -14.0% | -10.9% |
| 3Y | +8.6% | +95.5% | -86.8% | -11.4% |
| All | +8.6% | +96.1% | -87.5% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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