+20.4%
MCD vs HUBB
+154.5%
-134.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.8% | 0.0% |
| 7D | -2.0% | +4.8% | -6.9% | -2.4% |
| 30D | -6.1% | -9.3% | +3.2% | -5.4% |
| 3M | -7.3% | -3.9% | -3.4% | -7.2% |
| 6M | -20.9% | -0.8% | -20.1% | -21.3% |
| YTD | -14.7% | +5.6% | -20.2% | -15.8% |
| 1Y | -16.1% | +7.7% | -23.9% | -17.6% |
| 3Y | -1.5% | +47.5% | -49.0% | -10.1% |
| 5Y | +20.4% | +153.7% | -133.2% | -6.6% |
| All | +20.4% | +154.5% | -134.1% | -6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling