+5,979.9%
MCD vs IFF
+856.0%
+5,123.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -2.8% | -1.8% | -1.0% | -2.4% |
| 30D | -6.0% | -2.0% | -4.1% | -5.6% |
| 3M | -5.6% | +18.5% | -24.1% | -10.0% |
| 6M | -21.9% | +11.7% | -33.5% | -25.0% |
| YTD | -14.7% | +29.6% | -44.3% | -21.4% |
| 1Y | -17.3% | +35.0% | -52.2% | -24.7% |
| 3Y | -2.2% | +32.3% | -34.4% | -12.4% |
| 5Y | +20.3% | -34.6% | +54.9% | +26.8% |
| 10Y | +180.7% | -20.6% | +201.3% | +167.0% |
| All | +5,979.9% | +856.0% | +5,123.9% | +2,019.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling