+181.3%
MCD vs HPQ
+216.0%
-34.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.9% | -5.8% | -1.9% |
| 7D | -2.9% | +2.2% | -5.1% | -3.3% |
| 30D | -6.7% | +9.7% | -16.5% | -8.6% |
| 3M | -9.6% | +32.7% | -42.3% | -14.9% |
| 6M | -22.3% | +77.7% | -100.0% | -32.0% |
| YTD | -15.4% | +51.0% | -66.4% | -23.5% |
| 1Y | -16.8% | +18.4% | -35.2% | -20.9% |
| 3Y | -2.4% | +25.6% | -28.0% | -11.5% |
| 5Y | +19.4% | +38.6% | -19.3% | +0.9% |
| 10Y | +181.3% | +226.1% | -44.8% | +83.0% |
| All | +181.3% | +216.0% | -34.7% | +83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HPQ.
Daily Out/Under-Performance
Portfolio return minus HPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPQ 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 10y: compounded portfolio wealth divided by compounded HPQ 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…
10y analysis · Full analysis span regression · 6 months rolling