+1,200.5%
MCD vs IJH
+1,075.9%
+124.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.6% |
| 7D | -2.8% | +0.1% | -2.9% | -2.9% |
| 30D | -6.0% | -1.5% | -4.5% | -5.4% |
| 3M | -5.6% | +0.8% | -6.3% | -6.1% |
| 6M | -21.9% | +7.6% | -29.4% | -24.9% |
| YTD | -14.7% | +15.5% | -30.2% | -20.9% |
| 1Y | -17.3% | +16.9% | -34.2% | -23.9% |
| 3Y | -2.2% | +48.1% | -50.2% | -21.5% |
| 5Y | +20.3% | +47.8% | -27.5% | -5.1% |
| 10Y | +180.7% | +178.6% | +2.1% | +56.4% |
| All | +1,200.5% | +1,075.9% | +124.7% | +251.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling