+6,475.2%
MCD vs HL
+15.5%
+6,459.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.6% | -0.6% |
| 7D | +7.1% | +8.9% | -1.8% | +6.9% |
| 30D | +19.8% | -10.1% | +29.8% | +20.0% |
| 3M | +0.8% | -7.0% | +7.8% | +0.9% |
| 6M | -1.3% | -18.8% | +17.4% | -1.1% |
| YTD | -7.8% | -23.1% | +15.4% | -7.7% |
| 1Y | -5.0% | +8.9% | -13.8% | -5.8% |
| 3Y | +10.5% | +255.0% | -244.5% | +5.1% |
| 5Y | +22.0% | +151.5% | -129.5% | +16.1% |
| 10Y | +216.7% | +138.4% | +78.3% | +193.8% |
| All | +6,475.2% | +15.5% | +6,459.8% | +5,701.5% |
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 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