+213.3%
MCD vs INSM
+762.7%
-549.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.7% | +0.2% |
| 7D | +7.3% | +14.4% | -7.1% | +6.7% |
| 30D | +20.0% | +18.8% | +1.2% | +19.2% |
| 3M | +3.8% | -11.3% | +15.1% | +4.2% |
| 6M | +3.8% | +17.9% | -14.1% | +2.7% |
| YTD | -5.9% | -31.3% | +25.5% | -5.1% |
| 1Y | -3.2% | -37.7% | +34.5% | -2.2% |
| 3Y | +13.3% | +403.1% | -389.8% | +3.1% |
| 5Y | +25.2% | +279.3% | -254.1% | +14.2% |
| 10Y | +213.3% | +740.9% | -527.5% | +176.1% |
| All | +213.3% | +762.7% | -549.4% | +176.1% |
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