+2,259.0%
MCD vs HIG
+974.1%
+1,284.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.1% | +1.7% |
| 7D | +5.9% | -0.5% | +6.4% | +6.0% |
| 30D | +19.6% | +4.5% | +15.2% | +19.0% |
| 3M | +3.3% | -5.5% | +8.7% | +4.0% |
| 6M | +3.5% | +3.1% | +0.4% | +3.1% |
| YTD | -6.1% | -0.8% | -5.3% | -6.1% |
| 1Y | -3.7% | +6.1% | -9.7% | -4.5% |
| 3Y | +13.4% | +94.1% | -80.8% | +3.9% |
| 5Y | +25.2% | +106.4% | -81.3% | +13.5% |
| 10Y | +211.3% | +265.1% | -53.8% | +159.4% |
| All | +2,259.0% | +974.1% | +1,284.9% | +1,129.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling