-8.1%
MCD vs HL
-6.8%
-1.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -2.6% |
| 7D | -1.9% | -5.6% | +3.6% | -1.9% |
| 30D | +16.6% | -16.2% | +32.8% | +16.2% |
| 3M | +0.9% | -20.5% | +21.4% | +0.5% |
| 6M | +1.5% | -31.7% | +33.1% | +1.1% |
| YTD | -8.3% | -26.4% | +18.0% | -8.8% |
| 1Y | -8.1% | -4.3% | -3.8% | -8.1% |
| All | -8.1% | -6.8% | -1.3% | -8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling