+14.9%
MCD vs IOT
+66.1%
-51.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -1.6% | +0.9% | -2.6% | -1.7% |
| 30D | +14.1% | +1.4% | +12.8% | +14.1% |
| 3M | +0.6% | +0.5% | +0.1% | +0.5% |
| 6M | 0.0% | +50.3% | -50.3% | -1.1% |
| YTD | -9.3% | +16.7% | -25.9% | -9.9% |
| 1Y | -9.3% | +6.8% | -16.1% | -9.8% |
| 3Y | +8.6% | +75.5% | -66.9% | +5.0% |
| All | +14.9% | +66.1% | -51.2% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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