-2.6%
MCD vs IJH
+50.0%
-52.6%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.7% |
| 7D | -2.9% | -0.7% | -2.1% | -2.7% |
| 30D | -6.7% | -3.8% | -2.9% | -6.1% |
| 3M | -9.6% | 0.0% | -9.6% | -9.7% |
| 6M | -22.3% | +8.8% | -31.1% | -23.8% |
| YTD | -15.4% | +13.5% | -29.0% | -17.9% |
| 1Y | -16.8% | +15.4% | -32.2% | -19.6% |
| All | -2.6% | +50.0% | -52.6% | -13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling