+14.8%
IGV vs MCD
+21.9%
-7.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.4% | -0.1% |
| 7D | +2.3% | -1.6% | +4.0% | +2.8% |
| 30D | -6.0% | +14.1% | -20.1% | -9.5% |
| 3M | -4.8% | +0.6% | -5.4% | -5.0% |
| 6M | +14.2% | 0.0% | +14.2% | +13.8% |
| YTD | -4.2% | -9.3% | +5.0% | -2.0% |
| 1Y | -5.3% | -9.3% | +4.0% | -3.1% |
| 3Y | +38.8% | +8.6% | +30.2% | +26.8% |
| All | +14.8% | +21.9% | -7.1% | -4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling