+68.2%
IVV vs MCD
+21.9%
+46.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.5% |
| 7D | -2.7% | +7.1% | -9.8% | -4.8% |
| 30D | -5.4% | +19.8% | -25.1% | -10.8% |
| 3M | -4.1% | +0.8% | -4.9% | -4.4% |
| 6M | +0.7% | -1.3% | +2.0% | +0.9% |
| YTD | +8.7% | -7.8% | +16.5% | +11.5% |
| 1Y | +11.0% | -5.0% | +15.9% | +12.2% |
| 3Y | +75.4% | +10.5% | +64.9% | +60.9% |
| All | +68.2% | +21.9% | +46.2% | +42.5% |
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