+11.2%
MCD vs IBB
+75.6%
-64.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.0% | +4.3% | +0.2% |
| 7D | +8.0% | -3.6% | +11.6% | +8.8% |
| 30D | +19.6% | +3.4% | +16.2% | +18.8% |
| 3M | +2.2% | +9.5% | -7.3% | +0.1% |
| 6M | -1.1% | +23.3% | -24.4% | -5.6% |
| YTD | -7.2% | +24.5% | -31.8% | -11.8% |
| 1Y | -6.7% | +32.9% | -39.6% | -12.7% |
| All | +11.2% | +75.6% | -64.4% | -2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling