+21.6%
MCD vs HL
+235.4%
-213.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -1.5% |
| 7D | -2.8% | +1.5% | -4.3% | -2.9% |
| 30D | -6.0% | +25.1% | -31.1% | -6.5% |
| 3M | -5.6% | +22.9% | -28.5% | -6.1% |
| 6M | -21.9% | -4.9% | -16.9% | -21.9% |
| YTD | -14.7% | +7.8% | -22.5% | -15.3% |
| 1Y | -17.3% | +133.9% | -151.2% | -20.5% |
| 3Y | -2.2% | +380.9% | -383.1% | -9.9% |
| All | +21.6% | +235.4% | -213.8% | +10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling