+735.8%
IVV vs MCD
+1,311.9%
-576.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.8% | -3.6% | -4.1% |
| 7D | -4.8% | +8.0% | -12.8% | -7.9% |
| 30D | -5.9% | +19.6% | -25.5% | -13.1% |
| 3M | -4.5% | +2.2% | -6.7% | -5.8% |
| 6M | +1.8% | -1.1% | +3.0% | +1.5% |
| YTD | +8.4% | -7.2% | +15.6% | +10.8% |
| 1Y | +9.4% | -6.7% | +16.1% | +11.4% |
| 3Y | +75.3% | +11.6% | +63.7% | +62.2% |
| 5Y | +67.8% | +22.6% | +45.1% | +48.5% |
| 10Y | +314.2% | +218.4% | +95.8% | +140.6% |
| All | +735.8% | +1,311.9% | -576.0% | +168.0% |
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 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