-16.0%
MCD vs HL
+104.4%
-120.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | 0.0% |
| 7D | -2.0% | +7.1% | -9.1% | -1.8% |
| 30D | -6.1% | +21.4% | -27.6% | -5.5% |
| 3M | -7.3% | +37.4% | -44.7% | -6.1% |
| 6M | -20.9% | +0.4% | -21.3% | -20.7% |
| YTD | -14.7% | +6.7% | -21.3% | -13.7% |
| All | -16.0% | +104.4% | -120.4% | -9.0% |
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