+176.9%
MCD vs IJH
+184.0%
-7.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.6% |
| 7D | -1.2% | -1.9% | +0.6% | -0.3% |
| 30D | -7.8% | -4.6% | -3.1% | -5.6% |
| 3M | -10.7% | -1.2% | -9.5% | -10.4% |
| 6M | -21.3% | +9.4% | -30.7% | -25.1% |
| YTD | -15.8% | +13.3% | -29.1% | -21.4% |
| 1Y | -16.0% | +13.4% | -29.4% | -21.8% |
| 3Y | -3.0% | +50.4% | -53.4% | -24.1% |
| 5Y | +18.6% | +49.0% | -30.3% | -8.6% |
| All | +176.9% | +184.0% | -7.1% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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