+138.3%
MCD vs IR
+322.3%
-184.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.8% |
| 7D | +7.1% | +3.7% | +3.5% | +6.3% |
| 30D | +19.8% | +7.4% | +12.3% | +17.8% |
| 3M | +0.8% | -5.9% | +6.7% | +1.9% |
| 6M | -1.3% | +5.6% | -6.9% | -3.0% |
| YTD | -7.8% | +4.8% | -12.6% | -9.8% |
| 1Y | -5.0% | +6.9% | -11.9% | -7.6% |
| 3Y | +10.5% | +27.6% | -17.0% | +0.2% |
| 5Y | +22.0% | +45.8% | -23.8% | +4.6% |
| All | +138.3% | +322.3% | -184.0% | +60.6% |
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