+191.0%
IONQ vs MCD
+10.9%
+180.1%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.5% | +24.0% | +23.3% |
| 7D | +8.6% | +7.1% | +1.5% | +11.0% |
| 30D | -21.1% | +19.8% | -40.9% | -16.9% |
| 3M | -17.9% | +0.8% | -18.7% | -16.8% |
| 6M | -37.9% | -1.3% | -36.6% | -37.0% |
| YTD | -27.3% | -7.8% | -19.6% | -26.5% |
| 1Y | -43.2% | -5.0% | -38.2% | -42.6% |
| 3Y | +191.0% | +10.5% | +180.4% | +189.4% |
| All | +191.0% | +10.9% | +180.1% | +189.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling