+177.5%
MCD vs IFF
-19.8%
+197.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -2.5% | -2.8% | +0.3% | -1.9% |
| 30D | -7.0% | -1.1% | -5.9% | -6.8% |
| 3M | -9.8% | +13.8% | -23.6% | -12.5% |
| 6M | -21.8% | +16.7% | -38.4% | -25.0% |
| YTD | -15.6% | +26.1% | -41.7% | -20.6% |
| 1Y | -15.2% | +33.5% | -48.7% | -21.3% |
| 3Y | -2.6% | +31.6% | -34.2% | -11.0% |
| 5Y | +18.9% | -34.9% | +53.7% | +26.4% |
| All | +177.5% | -19.8% | +197.3% | +161.8% |
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