-9.3%
MCD vs HWM
+7.5%
-16.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.6% |
| 7D | -1.6% | +7.3% | -8.9% | -1.9% |
| 30D | +14.1% | +1.6% | +12.5% | +13.6% |
| 3M | +0.6% | -21.9% | +22.5% | +1.4% |
| 6M | 0.0% | -19.0% | +19.1% | +0.4% |
| YTD | -9.3% | +7.9% | -17.2% | -10.3% |
| 1Y | -9.3% | +9.9% | -19.2% | -10.1% |
| All | -9.3% | +7.5% | -16.8% | -10.1% |
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