+1,909.2%
MCD vs IRM
+9,964.6%
-8,055.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.2% | -1.8% |
| 7D | -2.8% | -0.5% | -2.4% | -2.8% |
| 30D | -6.0% | -8.1% | +2.1% | -4.8% |
| 3M | -5.6% | -9.7% | +4.1% | -4.3% |
| 6M | -21.9% | +10.0% | -31.8% | -23.7% |
| YTD | -14.7% | +43.0% | -57.7% | -20.6% |
| 1Y | -17.3% | +32.7% | -49.9% | -22.3% |
| 3Y | -2.2% | +102.7% | -104.9% | -16.3% |
| 5Y | +20.3% | +187.6% | -167.3% | -4.7% |
| 10Y | +180.7% | +420.1% | -239.4% | +95.1% |
| All | +1,909.2% | +9,964.6% | -8,055.4% | +941.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling