+53.2%
IONQ vs MCD
+22.9%
+30.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.4% | -9.0% | -9.4% |
| 7D | +16.8% | -1.6% | +18.3% | +16.9% |
| 30D | -11.1% | +16.0% | -27.2% | -12.4% |
| 3M | -31.7% | 0.0% | -31.7% | -31.4% |
| 6M | -44.8% | +0.9% | -45.7% | -44.8% |
| YTD | -31.2% | -8.7% | -22.5% | -29.8% |
| 1Y | -39.1% | -8.6% | -30.6% | -38.0% |
| 3Y | +189.5% | +9.9% | +179.6% | +161.8% |
| 5Y | +53.2% | +22.6% | +30.5% | +22.3% |
| All | +53.2% | +22.9% | +30.3% | +22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling