-6.7%
IGV vs MCD
-16.1%
+9.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.9% | -1.8% |
| 7D | -3.3% | -2.0% | -1.3% | -3.7% |
| 30D | 0.0% | -6.1% | +6.1% | -1.0% |
| 3M | +7.3% | -7.3% | +14.6% | +5.8% |
| 6M | +16.7% | -20.9% | +37.7% | +11.0% |
| YTD | -2.8% | -14.7% | +11.8% | -6.6% |
| 1Y | -6.7% | -16.1% | +9.4% | -10.3% |
| All | -6.7% | -16.1% | +9.4% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MCD.
Daily Out/Under-Performance
Portfolio return minus MCD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCD 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 1y: compounded portfolio wealth divided by compounded MCD 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…
1y analysis · Full analysis span regression · 6 months rolling