+181.3%
MCD vs HUBB
+427.3%
-246.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.4% |
| 7D | -2.9% | +1.1% | -3.9% | -3.1% |
| 30D | -6.7% | -9.6% | +2.9% | -4.6% |
| 3M | -9.6% | -6.2% | -3.4% | -8.8% |
| 6M | -22.3% | -6.2% | -16.2% | -22.0% |
| YTD | -15.4% | +3.4% | -18.8% | -17.5% |
| 1Y | -16.8% | +5.3% | -22.1% | -19.6% |
| 3Y | -2.4% | +44.4% | -46.8% | -17.6% |
| 5Y | +19.4% | +152.4% | -133.0% | -20.4% |
| 10Y | +181.3% | +437.0% | -255.7% | +38.9% |
| All | +181.3% | +427.3% | -246.0% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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