-3.5%
MCD vs IR
+11.6%
-15.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.7% | -2.9% | +1.3% |
| 7D | +5.9% | +5.0% | +0.9% | +5.4% |
| 30D | +19.6% | +10.3% | +9.3% | +18.4% |
| 3M | +3.3% | -0.1% | +3.3% | +3.3% |
| 6M | +3.5% | +14.8% | -11.3% | +1.9% |
| YTD | -6.1% | +9.7% | -15.9% | -8.3% |
| All | -3.5% | +11.6% | -15.1% | -7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling