-7.8%
MCD vs IRE
-97.2%
+89.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +39.6% | -40.1% | +0.2% |
| 7D | +7.1% | -27.2% | +34.3% | +6.9% |
| 30D | +19.8% | -75.1% | +94.9% | +17.9% |
| 3M | +0.8% | -77.9% | +78.7% | -0.6% |
| 6M | -1.3% | -94.6% | +93.3% | -3.1% |
| YTD | -7.8% | -91.5% | +83.8% | -8.7% |
| 1Y | -5.0% | -97.8% | +92.9% | -5.1% |
| All | -7.8% | -97.2% | +89.5% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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