+2,796.6%
MCK vs HDB
+3,586.0%
-789.4%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.0% |
| 7D | -4.4% | -6.2% | +1.8% | -3.1% |
| 30D | -2.2% | -6.2% | +4.0% | -0.9% |
| 3M | +11.6% | -5.9% | +17.4% | +12.6% |
| 6M | -4.9% | -25.9% | +21.0% | +0.5% |
| YTD | +7.7% | -40.2% | +47.9% | +18.8% |
| 1Y | +25.2% | -38.0% | +63.2% | +37.0% |
| 3Y | +112.1% | -30.5% | +142.6% | +123.3% |
| 5Y | +345.8% | -38.1% | +384.0% | +372.4% |
| 10Y | +439.7% | +32.3% | +407.5% | +367.9% |
| All | +2,796.6% | +3,586.0% | -789.4% | +1,346.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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