+202.0%
IONQ vs MCD
+47.3%
+154.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.5% | +24.0% | +23.5% |
| 7D | +8.6% | +7.1% | +1.5% | +7.6% |
| 30D | -21.1% | +19.8% | -40.9% | -23.2% |
| 3M | -17.9% | +0.8% | -18.7% | -17.8% |
| 6M | -37.9% | -1.3% | -36.6% | -37.7% |
| YTD | -27.3% | -7.8% | -19.6% | -25.8% |
| 1Y | -43.2% | -5.0% | -38.2% | -42.9% |
| 3Y | +191.0% | +10.5% | +180.4% | +163.4% |
| 5Y | +69.3% | +22.0% | +47.3% | +40.6% |
| All | +202.0% | +47.3% | +154.7% | +135.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling