+507.7%
IREN vs MCD
+9.3%
+498.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.6% | -6.1% | -6.9% |
| 7D | -16.0% | -1.6% | -14.4% | -16.4% |
| 30D | -40.5% | +14.1% | -54.7% | -38.8% |
| 3M | -59.4% | +0.6% | -60.0% | -58.7% |
| 6M | -67.1% | 0.0% | -67.1% | -66.4% |
| YTD | -51.9% | -9.3% | -42.6% | -50.4% |
| 1Y | -62.7% | -9.3% | -53.3% | -61.6% |
| 3Y | +507.7% | +8.6% | +499.1% | +779.4% |
| All | +507.7% | +9.3% | +498.3% | +779.4% |
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