-6.7%
MCD vs IP
-1.7%
-5.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.2% | -0.4% |
| 7D | +8.0% | -5.0% | +13.0% | +8.6% |
| 30D | +19.6% | +6.5% | +13.1% | +18.9% |
| 3M | +2.2% | -18.0% | +20.2% | +3.9% |
| 6M | -1.1% | +10.3% | -11.5% | -2.5% |
| YTD | -7.2% | -9.9% | +2.6% | -7.3% |
| 1Y | -6.7% | -1.1% | -5.6% | -9.5% |
| All | -6.7% | -1.7% | -5.0% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 1y: compounded portfolio wealth divided by compounded IP 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…
1y analysis · Full analysis span regression · 6 months rolling