-12.4%
IREN vs MCD
+25.3%
-37.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.8% | -1.1% |
| 7D | -2.8% | +5.9% | -8.7% | -2.7% |
| 30D | -39.2% | +19.6% | -58.8% | -39.7% |
| 3M | -48.1% | +3.3% | -51.3% | -47.7% |
| 6M | -65.0% | +3.5% | -68.5% | -64.9% |
| YTD | -43.3% | -6.1% | -37.2% | -41.8% |
| 1Y | -65.7% | -3.7% | -62.0% | -65.3% |
| 3Y | +620.9% | +13.4% | +607.5% | +576.0% |
| All | -12.4% | +25.3% | -37.7% | -25.0% |
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