+177.3%
MCD vs IBB
+132.1%
+45.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.3% |
| 7D | -2.8% | +1.4% | -4.2% | -3.2% |
| 30D | -6.0% | +10.5% | -16.5% | -9.0% |
| 3M | -5.6% | +23.6% | -29.2% | -11.8% |
| 6M | -21.9% | +22.6% | -44.5% | -27.0% |
| YTD | -14.7% | +25.7% | -40.4% | -21.0% |
| 1Y | -17.3% | +51.4% | -68.6% | -27.9% |
| 3Y | -2.2% | +64.4% | -66.5% | -17.9% |
| 5Y | +20.3% | +22.1% | -1.9% | +10.4% |
| All | +177.3% | +132.1% | +45.2% | +102.0% |
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