+215.0%
MCD vs HWM
+1,135.2%
-920.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.9% | +5.2% | +0.2% |
| 7D | +8.0% | -2.4% | +10.5% | +8.3% |
| 30D | +19.6% | -13.3% | +32.9% | +22.2% |
| 3M | +2.2% | -31.0% | +33.2% | +8.3% |
| 6M | -1.1% | -17.1% | +16.0% | +1.1% |
| YTD | -7.2% | -1.9% | -5.4% | -8.3% |
| 1Y | -6.7% | -2.4% | -4.3% | -7.8% |
| 3Y | +11.6% | +322.2% | -310.6% | -19.4% |
| 5Y | +22.6% | +509.8% | -487.2% | -19.0% |
| 10Y | +218.4% | +1,453.8% | -1,235.4% | +71.6% |
| All | +215.0% | +1,135.2% | -920.2% | +69.9% |
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