+9.3%
MCD vs IRM
+113.6%
-104.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.5% |
| 7D | -1.6% | +8.6% | -10.2% | -2.1% |
| 30D | +16.0% | 0.0% | +16.1% | +16.0% |
| 3M | 0.0% | -7.1% | +7.1% | +0.3% |
| 6M | +0.9% | -7.9% | +8.8% | +1.2% |
| YTD | -8.7% | +41.3% | -50.0% | -12.2% |
| 1Y | -8.6% | +20.7% | -29.3% | -10.9% |
| All | +9.3% | +113.6% | -104.3% | -10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling