+189.7%
MCD vs HWM
+1,494.1%
-1,304.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | -2.8% | -2.1% | -0.7% | -2.5% |
| 30D | -6.0% | -11.0% | +5.0% | -4.2% |
| 3M | -5.6% | +4.0% | -9.6% | -6.6% |
| 6M | -21.9% | -0.2% | -21.6% | -22.3% |
| YTD | -14.7% | +26.7% | -41.4% | -18.9% |
| 1Y | -17.3% | +44.7% | -62.0% | -23.5% |
| 3Y | -2.2% | +426.1% | -428.2% | -31.6% |
| 5Y | +20.3% | +738.5% | -718.2% | -24.6% |
| All | +189.7% | +1,494.1% | -1,304.4% | +50.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling