+11.2%
MCD vs IR
+25.6%
-14.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | -0.5% |
| 7D | +8.0% | +2.3% | +5.7% | +7.8% |
| 30D | +19.6% | +3.3% | +16.3% | +19.2% |
| 3M | +2.2% | -9.0% | +11.2% | +3.0% |
| 6M | -1.1% | +8.0% | -9.2% | -2.0% |
| YTD | -7.2% | +3.4% | -10.6% | -8.0% |
| 1Y | -6.7% | +4.5% | -11.2% | -7.6% |
| All | +11.2% | +25.6% | -14.5% | +2.3% |
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