+20.8%
MCD vs IRM
+187.5%
-166.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | -1.6% | +6.8% | -8.4% | -2.4% |
| 30D | +14.1% | +2.6% | +11.5% | +13.6% |
| 3M | +0.6% | -9.5% | +10.1% | +1.6% |
| 6M | 0.0% | -8.5% | +8.5% | +0.6% |
| YTD | -9.3% | +40.3% | -49.5% | -14.6% |
| 1Y | -9.3% | +28.7% | -38.0% | -13.6% |
| 3Y | +8.6% | +111.8% | -103.2% | -9.7% |
| All | +20.8% | +187.5% | -166.7% | -6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling