+177.5%
MCD vs IJR
+170.6%
+6.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.2% |
| 7D | -2.5% | -2.3% | -0.2% | -1.6% |
| 30D | -7.0% | -4.7% | -2.3% | -5.3% |
| 3M | -9.8% | +2.1% | -11.9% | -10.7% |
| 6M | -21.8% | +13.9% | -35.6% | -26.0% |
| YTD | -15.6% | +18.2% | -33.8% | -21.5% |
| 1Y | -15.2% | +21.8% | -37.0% | -22.3% |
| 3Y | -2.6% | +52.2% | -54.8% | -20.8% |
| 5Y | +18.9% | +40.1% | -21.2% | -1.3% |
| All | +177.5% | +170.6% | +6.9% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded IJR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling