+1,200.5%
MCD vs IJR
+1,153.0%
+47.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.7% |
| 7D | -2.8% | -0.2% | -2.7% | -2.8% |
| 30D | -6.0% | -2.4% | -3.6% | -5.1% |
| 3M | -5.6% | +3.9% | -9.5% | -7.3% |
| 6M | -21.9% | +12.4% | -34.2% | -25.9% |
| YTD | -14.7% | +21.5% | -36.2% | -21.9% |
| 1Y | -17.3% | +24.0% | -41.2% | -25.0% |
| 3Y | -2.2% | +49.7% | -51.9% | -20.1% |
| 5Y | +20.3% | +39.7% | -19.4% | -0.4% |
| 10Y | +180.7% | +169.0% | +11.7% | +65.6% |
| All | +1,200.5% | +1,153.0% | +47.5% | +290.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling