-1.2%
MCD vs IYR
+31.2%
-32.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.2% |
| 7D | -2.8% | -1.2% | -1.6% | -2.3% |
| 30D | -6.0% | -2.9% | -3.2% | -4.9% |
| 3M | -5.6% | +0.8% | -6.4% | -5.9% |
| 6M | -21.9% | +1.9% | -23.7% | -22.5% |
| YTD | -14.7% | +9.6% | -24.3% | -17.7% |
| 1Y | -17.3% | +8.1% | -25.3% | -19.8% |
| All | -1.2% | +31.2% | -32.5% | -8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling