-1.2%
MCD vs IBN
+34.1%
-35.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.4% |
| 7D | -2.8% | +1.4% | -4.2% | -3.0% |
| 30D | -6.0% | -0.3% | -5.7% | -6.0% |
| 3M | -5.6% | +17.1% | -22.7% | -7.9% |
| 6M | -21.9% | +3.4% | -25.2% | -22.4% |
| YTD | -14.7% | +2.5% | -17.2% | -15.2% |
| 1Y | -17.3% | -4.2% | -13.1% | -17.0% |
| All | -1.2% | +34.1% | -35.3% | -4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling