+1,585.6%
MCD vs IYR
+702.4%
+883.1%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | +7.1% | +2.0% | +5.2% | +6.4% |
| 30D | +19.8% | +8.2% | +11.5% | +16.5% |
| 3M | +0.8% | -1.7% | +2.5% | +1.5% |
| 6M | -1.3% | -0.4% | -0.9% | -1.2% |
| YTD | -7.8% | +9.9% | -17.6% | -10.8% |
| 1Y | -5.0% | +10.4% | -15.4% | -8.3% |
| 3Y | +10.5% | +38.4% | -27.9% | -2.2% |
| 5Y | +22.0% | +5.2% | +16.8% | +17.8% |
| 10Y | +216.7% | +83.8% | +132.8% | +153.3% |
| All | +1,585.6% | +702.4% | +883.1% | +679.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling