+1,297.7%
MCD vs IBN
+1,532.9%
-235.2%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.3% |
| 6M | -21.9% | +3.4% | -25.2% | -22.2% |
| YTD | -14.7% | +2.5% | -17.2% | -15.1% |
| 1Y | -17.3% | -4.2% | -13.1% | -17.0% |
| 3Y | -2.2% | +32.4% | -34.5% | -5.9% |
| 5Y | +20.3% | +59.2% | -38.9% | +12.7% |
| 10Y | +180.7% | +345.7% | -165.0% | +129.0% |
| All | +1,297.7% | +1,532.9% | -235.2% | +839.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling