+20.8%
MCD vs IBN
+73.5%
-52.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -1.6% | +1.9% | -3.5% | -2.0% |
| 30D | +14.1% | +22.1% | -8.0% | +9.5% |
| 3M | +0.6% | +17.1% | -16.5% | -2.7% |
| 6M | 0.0% | +35.5% | -35.5% | -6.2% |
| YTD | -9.3% | +16.8% | -26.1% | -12.4% |
| 1Y | -9.3% | +12.4% | -21.7% | -11.8% |
| 3Y | +8.6% | +58.0% | -49.4% | -2.7% |
| All | +20.8% | +73.5% | -52.7% | +3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling