+19.4%
MCD vs IJR
+39.8%
-20.5%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.6% |
| 7D | -2.9% | -1.1% | -1.7% | -2.6% |
| 30D | -6.7% | -3.6% | -3.1% | -5.9% |
| 3M | -9.6% | +2.3% | -11.9% | -10.2% |
| 6M | -22.3% | +14.3% | -36.7% | -25.1% |
| YTD | -15.4% | +19.3% | -34.7% | -19.5% |
| 1Y | -16.8% | +22.6% | -39.4% | -21.4% |
| 3Y | -2.4% | +53.5% | -55.9% | -15.2% |
| 5Y | +19.4% | +39.9% | -20.6% | +5.9% |
| All | +19.4% | +39.8% | -20.5% | +5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling