-15.8%
MCD vs IJH
+14.0%
-29.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.8% | -0.1% |
| 7D | -2.5% | -2.5% | 0.0% | -2.4% |
| 30D | -7.0% | -5.0% | -2.0% | -6.9% |
| 3M | -9.8% | +0.5% | -10.3% | -10.0% |
| 6M | -21.8% | +8.2% | -30.0% | -22.8% |
| YTD | -15.6% | +12.5% | -28.0% | -17.4% |
| All | -15.8% | +14.0% | -29.8% | -18.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling