+808.3%
IWM vs MCD
+1,218.0%
-409.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +1.0% |
| 7D | +0.1% | -2.8% | +2.9% | +1.4% |
| 30D | -1.3% | -6.0% | +4.8% | +1.5% |
| 3M | +1.6% | -5.6% | +7.2% | +3.8% |
| 6M | +13.6% | -21.9% | +35.4% | +26.7% |
| YTD | +20.8% | -14.7% | +35.5% | +28.9% |
| 1Y | +26.4% | -17.3% | +43.7% | +36.6% |
| 3Y | +60.7% | -2.2% | +62.8% | +57.5% |
| 5Y | +38.2% | +20.3% | +17.9% | +22.0% |
| 10Y | +169.5% | +180.7% | -11.2% | +57.2% |
| All | +808.3% | +1,218.0% | -409.7% | +183.0% |
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