+195.2%
MCD vs IAG
+384.2%
-189.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.1% | +4.7% | -0.3% |
| 7D | -1.6% | -2.1% | +0.5% | -1.6% |
| 30D | +16.0% | -6.2% | +22.2% | +16.1% |
| 3M | 0.0% | -5.1% | +5.1% | 0.0% |
| 6M | +0.9% | -10.0% | +10.9% | +1.0% |
| YTD | -8.7% | +3.9% | -12.7% | -9.1% |
| 1Y | -8.6% | +18.9% | -27.4% | -9.3% |
| 3Y | +9.9% | +651.8% | -641.9% | +4.2% |
| 5Y | +22.6% | +416.3% | -393.6% | +15.6% |
| All | +195.2% | +384.2% | -189.0% | +182.8% |
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