+913.2%
IREN vs MCD
-2.2%
+915.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.5% | +8.8% | +7.2% |
| 7D | +26.0% | -2.8% | +28.9% | +26.0% |
| 30D | +14.9% | -6.0% | +20.9% | +15.0% |
| 3M | -27.8% | -5.6% | -22.2% | -27.8% |
| 6M | +1.9% | -21.9% | +23.8% | +7.1% |
| YTD | +18.3% | -14.7% | +33.0% | +20.8% |
| 1Y | +71.0% | -17.3% | +88.3% | +76.0% |
| All | +913.2% | -2.2% | +915.3% | +1,011.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling