+1,283.3%
MCD vs IJR
+1,116.7%
+166.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -1.6% | +2.2% | -3.8% | -2.5% |
| 30D | +14.1% | +3.8% | +10.3% | +12.3% |
| 3M | +0.6% | -5.7% | +6.3% | +3.1% |
| 6M | 0.0% | +4.6% | -4.6% | -2.1% |
| YTD | -9.3% | +18.0% | -27.2% | -15.9% |
| 1Y | -9.3% | +21.8% | -31.1% | -17.1% |
| 3Y | +8.6% | +61.1% | -52.5% | -14.1% |
| 5Y | +21.9% | +27.3% | -5.4% | +5.3% |
| 10Y | +202.8% | +154.1% | +48.7% | +83.3% |
| All | +1,283.3% | +1,116.7% | +166.7% | +320.5% |
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 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