+20.8%
MCD vs IBB
+39.3%
-18.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -1.6% | -0.5% | -1.1% | -1.5% |
| 30D | +14.1% | +4.6% | +9.6% | +12.9% |
| 3M | +0.6% | +6.8% | -6.2% | -1.2% |
| 6M | 0.0% | +23.1% | -23.1% | -5.3% |
| YTD | -9.3% | +26.0% | -35.3% | -14.8% |
| 1Y | -9.3% | +30.4% | -39.7% | -15.6% |
| 3Y | +8.6% | +85.4% | -76.8% | -8.8% |
| All | +20.8% | +39.3% | -18.5% | +2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling