+973.2%
IGV vs MCD
+1,667.2%
-694.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.5% |
| 7D | -4.5% | -2.8% | -1.7% | -3.2% |
| 30D | +3.2% | -6.0% | +9.2% | +6.1% |
| 3M | +4.5% | -5.6% | +10.1% | +6.9% |
| 6M | +22.1% | -21.9% | +44.0% | +36.3% |
| YTD | -1.0% | -14.7% | +13.7% | +5.6% |
| 1Y | -2.1% | -17.3% | +15.2% | +5.6% |
| 3Y | +44.6% | -2.2% | +46.7% | +40.9% |
| 5Y | +22.2% | +20.3% | +1.9% | +6.9% |
| 10Y | +364.7% | +180.7% | +184.0% | +160.2% |
| All | +973.2% | +1,667.2% | -694.1% | +186.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling