+195.2%
MCD vs IRM
+524.5%
-329.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.8% |
| 7D | -1.6% | +8.6% | -10.2% | -3.3% |
| 30D | +16.0% | 0.0% | +16.1% | +15.8% |
| 3M | 0.0% | -7.1% | +7.1% | +1.1% |
| 6M | +0.9% | -7.9% | +8.8% | +1.9% |
| YTD | -8.7% | +41.3% | -50.0% | -17.2% |
| 1Y | -8.6% | +20.7% | -29.3% | -14.0% |
| 3Y | +9.9% | +112.2% | -102.3% | -14.2% |
| 5Y | +22.6% | +191.2% | -168.6% | -14.8% |
| All | +195.2% | +524.5% | -329.3% | +60.9% |
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