+18.9%
MCD vs IOT
+69.6%
-50.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.1% | -1.3% | +1.7% |
| 7D | +5.9% | +0.8% | +5.2% | +5.9% |
| 30D | +19.6% | +1.6% | +18.0% | +19.6% |
| 3M | +3.3% | +3.3% | 0.0% | +3.1% |
| 6M | +3.5% | +42.0% | -38.5% | +2.4% |
| YTD | -6.1% | +19.1% | -25.2% | -6.8% |
| 1Y | -3.7% | +8.8% | -12.4% | -4.2% |
| 3Y | +13.4% | +79.2% | -65.9% | +9.5% |
| All | +18.9% | +69.6% | -50.7% | +12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling