+8.6%
MCD vs IJR
+61.8%
-53.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -1.6% | +2.2% | -3.8% | -2.0% |
| 30D | +14.1% | +3.8% | +10.3% | +13.4% |
| 3M | +0.6% | -5.7% | +6.3% | +1.5% |
| 6M | 0.0% | +4.6% | -4.6% | -0.9% |
| YTD | -9.3% | +18.0% | -27.2% | -12.0% |
| 1Y | -9.3% | +21.8% | -31.1% | -12.6% |
| 3Y | +8.6% | +61.1% | -52.5% | +0.2% |
| All | +8.6% | +61.8% | -53.2% | +0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling