+5,979.9%
MCD vs HL
+62.0%
+5,917.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.6% |
| 3M | -5.6% | +22.9% | -28.5% | -6.2% |
| 6M | -21.9% | -4.9% | -16.9% | -22.0% |
| YTD | -14.7% | +7.8% | -22.5% | -15.3% |
| 1Y | -17.3% | +133.9% | -151.2% | -19.8% |
| 3Y | -2.2% | +380.9% | -383.1% | -7.7% |
| 5Y | +20.3% | +230.2% | -209.9% | +13.7% |
| 10Y | +180.7% | +265.6% | -84.9% | +157.8% |
| All | +5,979.9% | +62.0% | +5,917.9% | +5,222.0% |
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 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