+18.9%
MCD vs HUBS
-67.3%
+86.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | 0.0% |
| 7D | -2.5% | -12.4% | +9.8% | -1.9% |
| 30D | -7.0% | +1.4% | -8.4% | -7.2% |
| 3M | -9.8% | +16.0% | -25.7% | -10.8% |
| 6M | -21.8% | -17.0% | -4.8% | -21.7% |
| YTD | -15.6% | -44.3% | +28.7% | -14.0% |
| 1Y | -15.2% | -54.3% | +39.1% | -12.8% |
| 3Y | -2.6% | -58.4% | +55.8% | -0.4% |
| 5Y | +18.9% | -66.7% | +85.5% | +17.7% |
| All | +18.9% | -67.3% | +86.2% | +17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling