+22.6%
MCD vs IP
-12.5%
+35.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.2% | -0.4% |
| 7D | +8.0% | -5.0% | +13.0% | +8.5% |
| 30D | +19.6% | +6.5% | +13.1% | +19.0% |
| 3M | +2.2% | -18.0% | +20.2% | +3.8% |
| 6M | -1.1% | +10.3% | -11.5% | -2.3% |
| YTD | -7.2% | -9.9% | +2.6% | -7.0% |
| 1Y | -6.7% | -1.1% | -5.6% | -7.2% |
| 3Y | +11.6% | +13.0% | -1.4% | +5.8% |
| 5Y | +22.6% | -12.3% | +34.9% | +23.4% |
| All | +22.6% | -12.5% | +35.1% | +23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling