+195.2%
MCD vs HUBB
+382.2%
-187.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.1% |
| 7D | -1.6% | +4.6% | -6.2% | -2.6% |
| 30D | +16.0% | -8.4% | +24.4% | +18.1% |
| 3M | 0.0% | -14.3% | +14.3% | +3.2% |
| 6M | +0.9% | -9.3% | +10.3% | +2.2% |
| YTD | -8.7% | -0.5% | -8.2% | -10.5% |
| 1Y | -8.6% | -2.1% | -6.4% | -10.1% |
| 3Y | +9.9% | +57.2% | -47.4% | -10.4% |
| 5Y | +22.6% | +127.1% | -104.5% | -15.5% |
| All | +195.2% | +382.2% | -187.0% | +53.2% |
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