+5,979.9%
MCD vs IP
+364.8%
+5,615.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.7% | -1.9% |
| 7D | -2.8% | -5.3% | +2.4% | -1.9% |
| 30D | -6.0% | -10.9% | +4.8% | -4.1% |
| 3M | -5.6% | +11.2% | -16.7% | -8.0% |
| 6M | -21.9% | -10.2% | -11.6% | -21.1% |
| YTD | -14.7% | -2.0% | -12.7% | -15.6% |
| 1Y | -17.3% | -19.1% | +1.8% | -15.4% |
| 3Y | -2.2% | +20.9% | -23.0% | -10.0% |
| 5Y | +20.3% | -17.8% | +38.1% | +18.1% |
| 10Y | +180.7% | +23.5% | +157.2% | +145.2% |
| All | +5,979.9% | +364.8% | +5,615.1% | +2,816.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling