+193.4%
MCD vs IFF
-12.5%
+205.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.8% |
| 7D | -1.6% | -1.8% | +0.1% | -1.3% |
| 30D | +14.1% | -9.4% | +23.5% | +16.4% |
| 3M | +0.6% | -3.0% | +3.6% | +1.0% |
| 6M | 0.0% | +5.8% | -5.8% | -1.7% |
| YTD | -9.3% | +22.4% | -31.6% | -14.3% |
| 1Y | -9.3% | +23.0% | -32.3% | -14.5% |
| 3Y | +8.6% | +21.8% | -13.2% | +0.8% |
| 5Y | +21.9% | -39.2% | +61.1% | +32.2% |
| All | +193.4% | -12.5% | +205.9% | +176.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 10y: compounded portfolio wealth divided by compounded IFF 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…
10y analysis · Full analysis span regression · 6 months rolling