+6,434.3%
MCD vs HL
+10.6%
+6,423.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -2.6% |
| 7D | -1.9% | -5.6% | +3.6% | -1.8% |
| 30D | +16.6% | -16.2% | +32.8% | +17.1% |
| 3M | +0.9% | -20.5% | +21.4% | +1.4% |
| 6M | +1.5% | -31.7% | +33.1% | +2.2% |
| YTD | -8.3% | -26.4% | +18.0% | -8.2% |
| 1Y | -8.1% | -4.3% | -3.8% | -8.7% |
| 3Y | +10.3% | +276.9% | -266.5% | +4.7% |
| 5Y | +23.4% | +124.1% | -100.6% | +17.8% |
| 10Y | +205.9% | +144.6% | +61.3% | +183.8% |
| All | +6,434.3% | +10.6% | +6,423.7% | +5,671.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling