+136.8%
MCD vs IR
+332.9%
-196.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.4% |
| 7D | -1.9% | +1.1% | -3.0% | -2.2% |
| 30D | +16.6% | +7.6% | +9.0% | +14.6% |
| 3M | +0.9% | +0.1% | +0.9% | +0.7% |
| 6M | +1.5% | +14.0% | -12.5% | -2.0% |
| YTD | -8.3% | +7.5% | -15.8% | -10.9% |
| 1Y | -8.1% | +10.1% | -18.3% | -11.3% |
| 3Y | +10.3% | +24.9% | -14.5% | +0.6% |
| 5Y | +23.4% | +46.9% | -23.4% | +5.8% |
| All | +136.8% | +332.9% | -196.1% | +58.8% |
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