+6,511.4%
MCD vs IP
+327.4%
+6,184.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.2% | 0.0% |
| 7D | +8.0% | -5.0% | +13.0% | +9.1% |
| 30D | +19.6% | +6.5% | +13.1% | +18.2% |
| 3M | +2.2% | -18.0% | +20.2% | +5.8% |
| 6M | -1.1% | +10.3% | -11.5% | -3.8% |
| YTD | -7.2% | -9.9% | +2.6% | -6.9% |
| 1Y | -6.7% | -1.1% | -5.6% | -8.1% |
| 3Y | +11.6% | +13.0% | -1.4% | +3.9% |
| 5Y | +22.6% | -12.3% | +34.9% | +18.7% |
| 10Y | +218.4% | +26.8% | +191.6% | +176.6% |
| All | +6,511.4% | +327.4% | +6,184.0% | +3,117.2% |
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