+13.4%
MCD vs HUBB
+61.5%
-48.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.8% | -1.0% | +1.8% |
| 7D | +5.9% | +1.8% | +4.1% | +5.9% |
| 30D | +19.6% | -6.9% | +26.5% | +19.6% |
| 3M | +3.3% | -13.8% | +17.1% | +3.3% |
| 6M | +3.5% | -9.8% | +13.3% | +3.4% |
| YTD | -6.1% | +0.3% | -6.4% | -6.6% |
| 1Y | -3.7% | -3.3% | -0.3% | -4.1% |
| 3Y | +13.4% | +61.0% | -47.7% | +8.4% |
| All | +13.4% | +61.5% | -48.1% | +8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling