+13.4%
MCD vs IR
+30.5%
-17.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.7% | -2.9% | +1.4% |
| 7D | +5.9% | +5.0% | +0.9% | +5.5% |
| 30D | +19.6% | +10.3% | +9.3% | +18.5% |
| 3M | +3.3% | -0.1% | +3.3% | +3.2% |
| 6M | +3.5% | +14.8% | -11.3% | +2.0% |
| YTD | -6.1% | +9.7% | -15.9% | -7.4% |
| 1Y | -3.7% | +12.2% | -15.9% | -5.2% |
| 3Y | +13.4% | +30.0% | -16.6% | +4.3% |
| All | +13.4% | +30.5% | -17.1% | +4.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling