+91.9%
IREN vs MCD
+13.9%
+78.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | 0.0% | +5.0% | +5.0% |
| 7D | +27.5% | -2.0% | +29.5% | +27.7% |
| 30D | +13.8% | -6.1% | +20.0% | +14.6% |
| 3M | -20.7% | -7.3% | -13.5% | -20.1% |
| 6M | +27.9% | -20.9% | +48.8% | +34.9% |
| YTD | +24.3% | -14.7% | +38.9% | +27.6% |
| 1Y | +79.2% | -16.1% | +95.3% | +84.2% |
| 3Y | +904.9% | -1.5% | +906.4% | +864.5% |
| All | +91.9% | +13.9% | +78.1% | +64.3% |
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 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