+144.7%
IONQ vs MCD
+48.2%
+96.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -0.8% | -9.8% | -10.4% |
| 7D | -16.7% | +8.0% | -24.7% | -17.5% |
| 30D | -38.9% | +19.6% | -58.6% | -40.5% |
| 3M | -33.8% | +2.2% | -36.0% | -33.9% |
| 6M | -44.9% | -1.1% | -43.8% | -44.7% |
| YTD | -41.1% | -7.2% | -33.9% | -39.9% |
| 1Y | -52.3% | -6.7% | -45.6% | -51.6% |
| 3Y | +128.2% | +11.6% | +116.6% | +106.0% |
| 5Y | +37.2% | +22.6% | +14.5% | +13.8% |
| All | +144.7% | +48.2% | +96.6% | +90.6% |
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