+211.7%
MCD vs HWM
+1,473.3%
-1,261.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.1% | -1.0% |
| 7D | +7.1% | +3.4% | +3.7% | +6.3% |
| 30D | +19.8% | -7.5% | +27.3% | +21.0% |
| 3M | +0.8% | -28.9% | +29.7% | +6.3% |
| 6M | -1.3% | -19.6% | +18.3% | +1.5% |
| YTD | -7.8% | +0.6% | -8.4% | -9.2% |
| 1Y | -5.0% | +0.3% | -5.3% | -6.5% |
| 3Y | +10.5% | +326.1% | -315.6% | -20.3% |
| 5Y | +22.0% | +525.2% | -503.2% | -19.9% |
| All | +211.7% | +1,473.3% | -1,261.6% | +66.3% |
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