+193.4%
MCD vs IYR
+87.3%
+106.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.7% |
| 7D | -1.6% | +0.6% | -2.2% | -2.0% |
| 30D | +14.1% | +6.6% | +7.6% | +10.3% |
| 3M | +0.6% | -1.8% | +2.4% | +1.7% |
| 6M | 0.0% | +1.4% | -1.4% | -0.8% |
| YTD | -9.3% | +10.5% | -19.8% | -14.3% |
| 1Y | -9.3% | +10.6% | -19.9% | -14.4% |
| 3Y | +8.6% | +41.8% | -33.2% | -12.3% |
| 5Y | +21.9% | +6.0% | +15.9% | +15.6% |
| All | +193.4% | +87.3% | +106.1% | +100.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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