+2,347.2%
MCD vs IAG
+337.4%
+2,009.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.2% | -7.7% | -0.7% |
| 7D | +7.1% | +21.4% | -14.3% | +6.6% |
| 30D | +19.8% | +4.0% | +15.7% | +19.6% |
| 3M | +0.8% | +17.0% | -16.2% | +0.3% |
| 6M | -1.3% | +1.4% | -2.7% | -1.6% |
| YTD | -7.8% | +13.8% | -21.5% | -8.5% |
| 1Y | -5.0% | +55.8% | -60.8% | -6.5% |
| 3Y | +10.5% | +647.4% | -636.9% | +3.7% |
| 5Y | +22.0% | +519.1% | -497.2% | +13.7% |
| 10Y | +216.7% | +345.6% | -128.9% | +192.7% |
| All | +2,347.2% | +337.4% | +2,009.8% | +2,002.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling