+176.9%
MCD vs HUBS
+323.9%
-146.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.3% |
| 7D | -1.2% | -9.0% | +7.8% | -0.3% |
| 30D | -7.8% | +7.2% | -15.0% | -8.7% |
| 3M | -10.7% | +20.9% | -31.6% | -13.3% |
| 6M | -21.3% | -13.0% | -8.2% | -21.6% |
| YTD | -15.8% | -43.8% | +28.1% | -12.3% |
| 1Y | -16.0% | -54.6% | +38.6% | -10.7% |
| 3Y | -3.0% | -58.5% | +55.5% | +1.8% |
| 5Y | +18.6% | -66.4% | +85.0% | +22.9% |
| All | +176.9% | +323.9% | -146.9% | +75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBS.
Daily Out/Under-Performance
Portfolio return minus HUBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBS 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 HUBS 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