-8.1%
MCD vs HWM
+7.8%
-15.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.3% | -4.9% | -2.7% |
| 7D | -1.9% | +5.0% | -6.9% | -2.1% |
| 30D | +16.6% | +1.5% | +15.1% | +16.1% |
| 3M | +0.9% | -20.3% | +21.3% | +1.7% |
| 6M | +1.5% | -18.0% | +19.5% | +1.8% |
| YTD | -8.3% | +9.5% | -17.8% | -9.4% |
| 1Y | -8.1% | +7.5% | -15.6% | -8.8% |
| All | -8.1% | +7.8% | -15.9% | -8.8% |
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