+178.0%
MCD vs IJR
+173.0%
+4.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.5% |
| 7D | -2.9% | -1.1% | -1.7% | -2.4% |
| 30D | -6.7% | -3.6% | -3.1% | -5.4% |
| 3M | -9.6% | +2.3% | -11.9% | -10.5% |
| 6M | -22.3% | +14.3% | -36.7% | -26.6% |
| YTD | -15.4% | +19.3% | -34.7% | -21.7% |
| 1Y | -16.8% | +22.6% | -39.4% | -23.9% |
| 3Y | -2.4% | +53.5% | -55.9% | -21.0% |
| 5Y | +19.4% | +39.9% | -20.6% | -0.8% |
| All | +178.0% | +173.0% | +4.9% | +55.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling