+205.8%
MCD vs IAG
+303.4%
-97.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.2% | -7.7% | -0.7% |
| 7D | +7.1% | +21.4% | -14.3% | +6.7% |
| 30D | +19.8% | +4.0% | +15.7% | +19.6% |
| 3M | +0.8% | +17.0% | -16.2% | +0.4% |
| 6M | -1.3% | +1.4% | -2.7% | -1.5% |
| YTD | -7.8% | +13.8% | -21.5% | -8.4% |
| 1Y | -5.0% | +55.8% | -60.8% | -6.3% |
| 3Y | +10.5% | +647.4% | -636.9% | +4.7% |
| 5Y | +22.0% | +519.1% | -497.2% | +14.5% |
| All | +205.8% | +303.4% | -97.6% | +192.8% |
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