+213.3%
MCD vs IRM
+481.3%
-268.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | +7.3% | -5.1% | +12.3% | +8.3% |
| 30D | +20.0% | -3.3% | +23.2% | +20.5% |
| 3M | +3.8% | -8.2% | +12.0% | +5.3% |
| 6M | +3.8% | -12.8% | +16.5% | +6.0% |
| YTD | -5.9% | +36.6% | -42.5% | -14.0% |
| 1Y | -3.2% | +11.9% | -15.1% | -7.5% |
| 3Y | +13.3% | +105.1% | -91.8% | -10.9% |
| 5Y | +25.2% | +182.4% | -157.1% | -12.4% |
| 10Y | +213.3% | +505.1% | -291.8% | +71.6% |
| All | +213.3% | +481.3% | -268.0% | +71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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