+10.5%
MCD vs HWM
+330.6%
-320.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -3.0% | -0.6% |
| 7D | +7.1% | +3.3% | +3.8% | +6.9% |
| 30D | +19.8% | -7.6% | +27.4% | +19.9% |
| 3M | +0.8% | -28.9% | +29.7% | +2.1% |
| 6M | -1.3% | -19.7% | +18.4% | -0.8% |
| YTD | -7.8% | +0.5% | -8.3% | -8.2% |
| 1Y | -5.0% | +0.3% | -5.2% | -5.4% |
| 3Y | +10.5% | +325.8% | -315.3% | -5.0% |
| All | +10.5% | +330.6% | -320.1% | -5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling