+151.9%
IWM vs MCD
+204.7%
-52.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.5% | +2.1% |
| 7D | -0.3% | -1.9% | +1.6% | +0.6% |
| 30D | +1.9% | +16.6% | -14.7% | -5.6% |
| 3M | -5.7% | +0.9% | -6.7% | -6.5% |
| 6M | -0.3% | +1.5% | -1.8% | -1.9% |
| YTD | +15.8% | -8.3% | +24.1% | +19.5% |
| 1Y | +17.1% | -8.1% | +25.2% | +20.5% |
| 3Y | +73.1% | +10.3% | +62.7% | +57.7% |
| 5Y | +25.9% | +23.4% | +2.4% | +6.7% |
| 10Y | +151.9% | +205.9% | -54.0% | +55.7% |
| All | +151.9% | +204.7% | -52.8% | +55.7% |
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