+22.6%
MCD vs IBB
+34.6%
-11.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.0% | +4.3% | +0.4% |
| 7D | +8.0% | -3.6% | +11.6% | +8.9% |
| 30D | +19.6% | +3.4% | +16.2% | +18.6% |
| 3M | +2.2% | +9.5% | -7.3% | -0.3% |
| 6M | -1.1% | +23.3% | -24.4% | -6.4% |
| YTD | -7.2% | +24.5% | -31.8% | -12.6% |
| 1Y | -6.7% | +32.9% | -39.6% | -13.6% |
| 3Y | +11.6% | +76.6% | -65.0% | -5.0% |
| 5Y | +22.6% | +35.5% | -12.9% | +1.2% |
| All | +22.6% | +34.6% | -11.9% | +1.2% |
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