+143.5%
IWM vs MCD
+200.8%
-57.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | 0.0% |
| 7D | +1.4% | -1.6% | +3.1% | +2.2% |
| 30D | +2.3% | +14.1% | -11.9% | -4.2% |
| 3M | -8.3% | +0.6% | -8.9% | -8.9% |
| 6M | -1.3% | 0.0% | -1.3% | -2.2% |
| YTD | +13.5% | -9.3% | +22.8% | +17.7% |
| 1Y | +18.4% | -9.3% | +27.7% | +22.7% |
| 3Y | +69.6% | +8.6% | +61.0% | +55.7% |
| 5Y | +23.3% | +21.9% | +1.4% | +5.1% |
| All | +143.5% | +200.8% | -57.2% | +56.9% |
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