+6,337.8%
MCD vs IDXX
+54,849.3%
-48,511.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | -2.9% | -4.4% | +1.6% | -2.3% |
| 30D | -6.7% | -13.5% | +6.8% | -5.1% |
| 3M | -9.6% | -11.0% | +1.5% | -8.4% |
| 6M | -22.3% | -15.6% | -6.7% | -20.9% |
| YTD | -15.4% | -23.9% | +8.4% | -12.9% |
| 1Y | -16.8% | -21.4% | +4.6% | -14.9% |
| 3Y | -2.4% | +10.6% | -13.0% | -5.5% |
| 5Y | +19.4% | -23.9% | +43.2% | +19.2% |
| 10Y | +181.3% | +368.4% | -187.1% | +127.5% |
| All | +6,337.8% | +54,849.3% | -48,511.5% | +3,308.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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