+211.3%
MCD vs HWM
+1,636.6%
-1,425.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.1% | -3.3% | +0.9% |
| 7D | +5.9% | +1.6% | +4.4% | +5.5% |
| 30D | +19.6% | -3.9% | +23.6% | +20.1% |
| 3M | +3.3% | -23.2% | +26.5% | +7.5% |
| 6M | +3.5% | -20.0% | +23.5% | +6.6% |
| YTD | -6.1% | +5.7% | -11.8% | -8.4% |
| 1Y | -3.7% | +4.9% | -8.5% | -5.9% |
| 3Y | +13.4% | +347.0% | -333.6% | -19.0% |
| 5Y | +25.2% | +563.0% | -537.9% | -18.6% |
| 10Y | +211.3% | +1,579.2% | -1,367.9% | +64.7% |
| All | +211.3% | +1,636.6% | -1,425.4% | +64.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling