+180.0%
MCD vs IAG
+371.0%
-190.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.9% | +0.1% |
| 7D | -2.0% | +4.3% | -6.3% | -2.1% |
| 30D | -6.1% | +9.8% | -15.9% | -6.3% |
| 3M | -7.3% | +28.9% | -36.2% | -7.8% |
| 6M | -20.9% | -7.6% | -13.4% | -20.9% |
| YTD | -14.7% | +22.0% | -36.6% | -15.3% |
| 1Y | -16.1% | +99.5% | -115.6% | -17.8% |
| 3Y | -1.5% | +818.3% | -819.8% | -7.2% |
| 5Y | +20.4% | +785.9% | -765.5% | +12.2% |
| 10Y | +180.0% | +381.1% | -201.1% | +163.2% |
| All | +180.0% | +371.0% | -190.9% | +163.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded IAG 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling