+306.5%
IVV vs MCD
+213.9%
+92.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.6% |
| 7D | -2.7% | +7.1% | -9.8% | -5.8% |
| 30D | -5.4% | +19.8% | -25.1% | -13.1% |
| 3M | -4.1% | +0.8% | -4.9% | -4.7% |
| 6M | +0.7% | -1.3% | +2.0% | +0.5% |
| YTD | +8.7% | -7.8% | +16.5% | +11.8% |
| 1Y | +11.0% | -5.0% | +15.9% | +12.2% |
| 3Y | +75.4% | +10.5% | +64.9% | +60.5% |
| 5Y | +68.3% | +22.0% | +46.4% | +45.0% |
| All | +306.5% | +213.9% | +92.6% | +164.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling