+1,283.3%
MCD vs IJH
+1,047.0%
+236.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -1.6% | +2.3% | -3.9% | -2.7% |
| 30D | +14.1% | +2.1% | +12.1% | +13.0% |
| 3M | +0.6% | -5.7% | +6.3% | +3.3% |
| 6M | 0.0% | +1.4% | -1.4% | -1.0% |
| YTD | -9.3% | +12.6% | -21.9% | -14.9% |
| 1Y | -9.3% | +16.1% | -25.4% | -16.3% |
| 3Y | +8.6% | +57.8% | -49.2% | -15.6% |
| 5Y | +21.9% | +36.8% | -14.9% | +0.1% |
| 10Y | +202.8% | +173.7% | +29.0% | +70.1% |
| All | +1,283.3% | +1,047.0% | +236.4% | +277.6% |
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