+181.3%
MCD vs HL
+254.2%
-72.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.0% |
| 7D | -2.9% | +0.4% | -3.2% | -2.9% |
| 30D | -6.7% | +18.8% | -25.6% | -7.5% |
| 3M | -9.6% | +43.7% | -53.3% | -11.1% |
| 6M | -22.3% | -1.0% | -21.3% | -22.6% |
| YTD | -15.4% | +8.7% | -24.2% | -16.5% |
| 1Y | -16.8% | +105.0% | -121.8% | -20.7% |
| 3Y | -2.4% | +427.3% | -429.7% | -12.9% |
| 5Y | +19.4% | +249.3% | -229.9% | +7.1% |
| 10Y | +181.3% | +284.2% | -102.9% | +132.5% |
| All | +181.3% | +254.2% | -72.9% | +132.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 10y: compounded portfolio wealth divided by compounded HL 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…
10y analysis · Full analysis span regression · 6 months rolling