+211.3%
MCD vs IYR
+86.8%
+124.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.2% | +0.9% |
| 7D | +5.9% | +2.3% | +3.7% | +4.7% |
| 30D | +19.6% | +7.4% | +12.3% | +15.1% |
| 3M | +3.3% | -0.7% | +4.0% | +3.7% |
| 6M | +3.5% | +1.6% | +1.8% | +2.5% |
| YTD | -6.1% | +11.6% | -17.7% | -11.8% |
| 1Y | -3.7% | +10.5% | -14.2% | -9.0% |
| 3Y | +13.4% | +43.4% | -30.0% | -9.1% |
| 5Y | +25.2% | +6.8% | +18.3% | +18.2% |
| 10Y | +211.3% | +86.0% | +125.3% | +108.1% |
| All | +211.3% | +86.8% | +124.5% | +108.1% |
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