-3.9%
MCD vs HWM
+5.4%
-9.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -4.3% | +10.8% | +6.6% |
| 7D | +11.9% | +9.4% | +2.5% | +11.2% |
| 30D | +20.2% | -7.0% | +27.2% | +20.1% |
| 3M | +5.2% | -25.9% | +31.0% | +6.3% |
| 6M | 0.0% | -10.8% | +10.8% | -0.9% |
| YTD | -6.5% | +4.3% | -10.8% | -7.4% |
| 1Y | -3.9% | +4.4% | -8.3% | -3.9% |
| All | -3.9% | +5.4% | -9.3% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 1y: compounded portfolio wealth divided by compounded HWM 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…
1y analysis · Full analysis span regression · 6 months rolling