+265.9%
IONQ vs MCD
+36.2%
+229.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.5% |
| 7D | +0.8% | -2.8% | +3.6% | +1.3% |
| 30D | -1.0% | -6.0% | +5.0% | 0.0% |
| 3M | -39.8% | -5.6% | -34.2% | -39.5% |
| 6M | +6.4% | -21.9% | +28.3% | +13.0% |
| YTD | -11.9% | -14.7% | +2.8% | -9.2% |
| 1Y | -6.2% | -17.3% | +11.1% | -2.5% |
| 3Y | +125.7% | -2.2% | +127.9% | +113.1% |
| 5Y | +296.0% | +20.3% | +275.7% | +222.8% |
| All | +265.9% | +36.2% | +229.7% | +188.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling