+193.4%
MCD vs IJH
+171.8%
+21.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -1.6% | +2.3% | -3.9% | -2.8% |
| 30D | +14.1% | +2.1% | +12.1% | +12.9% |
| 3M | +0.6% | -5.7% | +6.3% | +3.4% |
| 6M | 0.0% | +1.4% | -1.4% | -1.1% |
| YTD | -9.3% | +12.6% | -21.9% | -15.1% |
| 1Y | -9.3% | +16.1% | -25.4% | -16.5% |
| 3Y | +8.6% | +57.8% | -49.2% | -17.4% |
| 5Y | +21.9% | +36.8% | -14.9% | -0.9% |
| All | +193.4% | +171.8% | +21.6% | +54.1% |
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