+180.0%
MCD vs IRM
+407.3%
-227.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -2.0% | +1.6% | -3.7% | -2.4% |
| 30D | -6.1% | -4.2% | -2.0% | -5.4% |
| 3M | -7.3% | -5.4% | -1.9% | -6.6% |
| 6M | -20.9% | +12.0% | -33.0% | -23.7% |
| YTD | -14.7% | +42.0% | -56.7% | -22.4% |
| 1Y | -16.1% | +29.9% | -46.0% | -22.5% |
| 3Y | -1.5% | +104.4% | -105.9% | -22.0% |
| 5Y | +20.4% | +191.0% | -170.6% | -15.9% |
| 10Y | +180.0% | +417.1% | -237.1% | +55.4% |
| All | +180.0% | +407.3% | -227.3% | +55.4% |
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