-44.7%
IONQ vs MCD
-3.6%
-41.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.5% | -8.0% | +3.1% |
| 7D | -8.9% | +11.9% | -20.8% | -1.0% |
| 30D | -31.3% | +20.2% | -51.5% | -21.2% |
| 3M | -29.2% | +5.2% | -34.4% | -25.8% |
| 6M | -35.4% | 0.0% | -35.4% | -33.3% |
| YTD | -34.2% | -6.5% | -27.6% | -32.1% |
| 1Y | -44.7% | -3.9% | -40.7% | -43.3% |
| All | -44.7% | -3.6% | -41.0% | -43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MCD.
Daily Out/Under-Performance
Portfolio return minus MCD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCD 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 1y: compounded portfolio wealth divided by compounded MCD 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…
1y analysis · Full analysis span regression · 6 months rolling