+7.1%
MCD vs IOT
+55.2%
-48.2%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.7% | +2.8% | -0.8% |
| 7D | -2.9% | +5.1% | -7.9% | -3.0% |
| 30D | -6.7% | -3.0% | -3.7% | -6.7% |
| 3M | -9.6% | +15.0% | -24.5% | -10.0% |
| 6M | -22.3% | +13.1% | -35.4% | -22.7% |
| YTD | -15.4% | +9.0% | -24.5% | -15.9% |
| 1Y | -16.8% | +0.1% | -16.9% | -17.1% |
| 3Y | -2.4% | +26.4% | -28.8% | -4.6% |
| All | +7.1% | +55.2% | -48.2% | +1.4% |
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