+23.4%
MCD vs HWM
+603.8%
-580.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.3% | -4.9% | -2.9% |
| 7D | -1.9% | +5.0% | -6.9% | -2.5% |
| 30D | +16.6% | +1.5% | +15.1% | +16.1% |
| 3M | +0.9% | -20.3% | +21.3% | +3.4% |
| 6M | +1.5% | -18.0% | +19.5% | +3.3% |
| YTD | -8.3% | +9.5% | -17.8% | -10.5% |
| 1Y | -8.1% | +7.5% | -15.6% | -10.2% |
| 3Y | +10.3% | +355.7% | -345.3% | -21.2% |
| 5Y | +23.4% | +610.2% | -586.8% | -23.1% |
| All | +23.4% | +603.8% | -580.4% | -23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling