-8.2%
MCD vs IRE
-97.4%
+89.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +12.1% | -14.7% | -2.3% |
| 7D | -1.9% | -15.1% | +13.2% | -1.9% |
| 30D | +16.6% | -71.4% | +88.0% | +14.8% |
| 3M | +0.9% | -81.2% | +82.1% | -1.0% |
| 6M | +1.5% | -93.7% | +95.2% | -0.8% |
| YTD | -8.3% | -92.2% | +83.9% | -9.0% |
| All | -8.2% | -97.4% | +89.2% | -9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling