-7.2%
MCD vs IRE
-98.0%
+90.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -33.9% | +33.2% | -1.4% |
| 7D | +8.0% | -57.1% | +65.2% | +6.7% |
| 30D | +19.6% | -84.4% | +104.0% | +16.7% |
| 3M | +2.2% | -85.0% | +87.1% | 0.0% |
| 6M | -1.1% | -95.2% | +94.1% | -3.6% |
| YTD | -7.2% | -93.9% | +86.7% | -8.9% |
| 1Y | -6.7% | -98.8% | +92.1% | -7.3% |
| All | -7.2% | -98.0% | +90.8% | -8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling