+5,979.9%
MCD vs HUBB
+152,497.5%
-146,517.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -2.8% | +0.5% | -3.4% | -2.8% |
| 30D | -6.0% | -10.0% | +4.0% | -5.9% |
| 3M | -5.6% | -4.8% | -0.8% | -5.6% |
| 6M | -21.9% | -5.6% | -16.3% | -21.8% |
| YTD | -14.7% | +4.7% | -19.4% | -14.8% |
| 1Y | -17.3% | +6.7% | -23.9% | -17.4% |
| 3Y | -2.2% | +45.8% | -47.9% | -2.6% |
| 5Y | +20.3% | +145.9% | -125.6% | +19.2% |
| 10Y | +180.7% | +418.6% | -237.9% | +176.3% |
| All | +5,979.9% | +152,497.5% | -146,517.6% | +6,059.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling