+179.9%
MCD vs IAG
+379.6%
-199.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.5% |
| 7D | -2.8% | -0.5% | -2.3% | -2.8% |
| 30D | -6.0% | +28.9% | -34.9% | -6.5% |
| 3M | -5.6% | +19.1% | -24.7% | -6.0% |
| 6M | -21.9% | -10.3% | -11.6% | -21.8% |
| YTD | -14.7% | +24.2% | -38.9% | -15.4% |
| 1Y | -17.3% | +116.5% | -133.8% | -19.1% |
| 3Y | -2.2% | +742.8% | -745.0% | -7.7% |
| 5Y | +20.3% | +753.3% | -733.0% | +12.1% |
| All | +179.9% | +379.6% | -199.7% | +163.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling