+18.9%
MCD vs IFF
-36.2%
+55.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -2.5% | -2.8% | +0.3% | -2.1% |
| 30D | -7.0% | -1.1% | -5.9% | -6.9% |
| 3M | -9.8% | +13.8% | -23.6% | -11.6% |
| 6M | -21.8% | +16.7% | -38.4% | -24.0% |
| YTD | -15.6% | +26.1% | -41.7% | -19.0% |
| 1Y | -15.2% | +33.5% | -48.7% | -19.4% |
| 3Y | -2.6% | +31.6% | -34.2% | -8.0% |
| 5Y | +18.9% | -34.9% | +53.7% | +23.0% |
| All | +18.9% | -36.2% | +55.1% | +23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling