+180.0%
MCD vs IBN
+312.4%
-132.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.6% | +0.5% |
| 7D | -2.0% | -2.2% | +0.2% | -1.6% |
| 30D | -6.1% | -2.3% | -3.9% | -5.8% |
| 3M | -7.3% | +15.9% | -23.1% | -9.9% |
| 6M | -20.9% | +5.6% | -26.5% | -21.9% |
| YTD | -14.7% | -0.1% | -14.6% | -14.9% |
| 1Y | -16.1% | -6.5% | -9.6% | -15.3% |
| 3Y | -1.5% | +29.3% | -30.8% | -7.2% |
| 5Y | +20.4% | +56.6% | -36.1% | +8.2% |
| 10Y | +180.0% | +314.4% | -134.4% | +118.4% |
| All | +180.0% | +312.4% | -132.4% | +118.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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