-3.5%
MCD vs IBN
+14.7%
-18.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.3% |
| 7D | +5.9% | +14.6% | -8.7% | +1.9% |
| 30D | +19.6% | +23.5% | -3.9% | +13.0% |
| 3M | +3.3% | +14.0% | -10.7% | -0.7% |
| 6M | +3.5% | +31.1% | -27.7% | -3.7% |
| YTD | -6.1% | +16.6% | -22.7% | -9.8% |
| All | -3.5% | +14.7% | -18.2% | -6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling