+143.1%
MCD vs IR
+336.9%
-193.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.4% | +0.5% |
| 7D | +7.3% | +1.5% | +5.7% | +6.9% |
| 30D | +20.0% | +9.0% | +10.9% | +17.6% |
| 3M | +3.8% | -0.9% | +4.7% | +3.8% |
| 6M | +3.8% | +13.4% | -9.7% | +0.3% |
| YTD | -5.9% | +8.5% | -14.3% | -8.6% |
| 1Y | -3.2% | +11.3% | -14.5% | -6.7% |
| 3Y | +13.3% | +26.0% | -12.7% | +3.1% |
| 5Y | +25.2% | +47.9% | -22.6% | +7.2% |
| All | +143.1% | +336.9% | -193.7% | +62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling