-16.1%
MCD vs IAG
+100.7%
-116.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.9% | 0.0% |
| 7D | -2.0% | +4.3% | -6.3% | -2.0% |
| 30D | -6.1% | +9.8% | -15.9% | -6.0% |
| 3M | -7.3% | +28.9% | -36.2% | -6.9% |
| 6M | -20.9% | -7.6% | -13.4% | -21.0% |
| YTD | -14.7% | +22.0% | -36.6% | -14.2% |
| 1Y | -16.1% | +99.5% | -115.6% | -13.1% |
| All | -16.1% | +100.7% | -116.8% | -13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling