+20.0%
IWM vs MCD
+21.9%
-1.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | -2.0% | +7.1% | -9.2% | -4.2% |
| 30D | -1.5% | +19.8% | -21.2% | -7.2% |
| 3M | -8.0% | +0.8% | -8.8% | -8.4% |
| 6M | -4.1% | -1.3% | -2.8% | -4.0% |
| YTD | +11.9% | -7.8% | +19.7% | +14.6% |
| 1Y | +15.0% | -5.0% | +20.0% | +16.2% |
| 3Y | +64.2% | +10.5% | +53.7% | +50.3% |
| All | +20.0% | +21.9% | -1.9% | +0.9% |
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 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