+6,120.8%
MCD vs IONS
+440.4%
+5,680.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -2.8% | -4.8% | +2.0% | -2.6% |
| 30D | -6.0% | +7.2% | -13.2% | -6.4% |
| 3M | -5.6% | -22.7% | +17.1% | -4.5% |
| 6M | -21.9% | -26.9% | +5.0% | -20.7% |
| YTD | -14.7% | -26.6% | +11.9% | -13.5% |
| 1Y | -17.3% | -2.1% | -15.1% | -17.5% |
| 3Y | -2.2% | +43.4% | -45.6% | -5.6% |
| 5Y | +20.3% | +47.0% | -26.7% | +14.8% |
| 10Y | +180.7% | +97.2% | +83.5% | +158.5% |
| All | +6,120.8% | +440.4% | +5,680.5% | +4,336.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 IONS 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