-8.1%
MCD vs IAG
+34.9%
-43.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.4% | -0.2% | -2.6% |
| 7D | -1.9% | +3.4% | -5.4% | -2.0% |
| 30D | +16.6% | -2.7% | +19.3% | +16.3% |
| 3M | +0.9% | -0.5% | +1.4% | +0.8% |
| 6M | +1.5% | -4.8% | +6.3% | +1.6% |
| YTD | -8.3% | +9.6% | -17.9% | -7.8% |
| 1Y | -8.1% | +32.2% | -40.3% | -7.8% |
| All | -8.1% | +34.9% | -43.0% | -7.8% |
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 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