+181.3%
MCD vs INSM
+841.5%
-660.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.1% | -4.0% | -1.0% |
| 7D | -2.9% | +1.7% | -4.6% | -2.9% |
| 30D | -6.7% | -4.4% | -2.3% | -6.6% |
| 3M | -9.6% | +30.0% | -39.6% | -10.6% |
| 6M | -22.3% | -10.0% | -12.3% | -22.4% |
| YTD | -15.4% | -26.0% | +10.6% | -14.9% |
| 1Y | -16.8% | -12.5% | -4.3% | -17.0% |
| 3Y | -2.4% | +390.5% | -392.9% | -10.9% |
| 5Y | +19.4% | +357.7% | -338.4% | +7.8% |
| 10Y | +181.3% | +877.2% | -695.9% | +143.7% |
| All | +181.3% | +841.5% | -660.2% | +143.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM 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 INSM 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