+120.3%
MCD vs IR
+288.5%
-168.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.8% |
| 7D | -2.8% | -2.8% | 0.0% | -2.2% |
| 30D | -6.0% | -15.1% | +9.1% | -2.7% |
| 3M | -5.6% | +6.1% | -11.6% | -7.1% |
| 6M | -21.9% | -16.8% | -5.0% | -19.1% |
| YTD | -14.7% | -3.5% | -11.2% | -14.9% |
| 1Y | -17.3% | -3.5% | -13.8% | -17.7% |
| 3Y | -2.2% | +9.5% | -11.6% | -8.1% |
| 5Y | +20.3% | +45.1% | -24.8% | +3.1% |
| All | +120.3% | +288.5% | -168.2% | +51.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling