+211.3%
MCD vs IBB
+139.6%
+71.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.8% | -1.0% | +0.9% |
| 7D | +5.9% | +2.7% | +3.2% | +5.1% |
| 30D | +19.6% | +6.3% | +13.3% | +17.3% |
| 3M | +3.3% | +11.1% | -7.8% | -0.4% |
| 6M | +3.5% | +29.2% | -25.7% | -5.0% |
| YTD | -6.1% | +30.2% | -36.3% | -14.3% |
| 1Y | -3.7% | +39.5% | -43.2% | -14.0% |
| 3Y | +13.4% | +92.3% | -79.0% | -10.2% |
| 5Y | +25.2% | +43.0% | -17.8% | +8.5% |
| 10Y | +211.3% | +137.1% | +74.2% | +123.7% |
| All | +211.3% | +139.6% | +71.6% | +123.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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