+2,072.9%
MCD vs IRM
+9,145.3%
-7,072.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.7% |
| 7D | +7.1% | -8.6% | +15.7% | +8.7% |
| 30D | +19.8% | -8.0% | +27.7% | +21.3% |
| 3M | +0.8% | -12.0% | +12.8% | +2.7% |
| 6M | -1.3% | -18.2% | +16.8% | +1.5% |
| YTD | -7.8% | +31.4% | -39.1% | -13.1% |
| 1Y | -5.0% | +9.2% | -14.1% | -7.6% |
| 3Y | +10.5% | +94.6% | -84.0% | -4.9% |
| 5Y | +22.0% | +170.2% | -148.2% | -2.4% |
| 10Y | +216.7% | +464.3% | -247.6% | +117.2% |
| All | +2,072.9% | +9,145.3% | -7,072.4% | +1,040.1% |
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