+741.9%
IWM vs MCD
+1,325.4%
-583.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | -2.0% | +7.1% | -9.2% | -5.2% |
| 30D | -1.5% | +19.8% | -21.2% | -9.6% |
| 3M | -8.0% | +0.8% | -8.8% | -8.7% |
| 6M | -4.1% | -1.3% | -2.8% | -4.4% |
| YTD | +11.9% | -7.8% | +19.7% | +14.9% |
| 1Y | +15.0% | -5.0% | +20.0% | +16.3% |
| 3Y | +64.2% | +10.5% | +53.7% | +51.6% |
| 5Y | +20.4% | +22.0% | -1.6% | +5.5% |
| 10Y | +168.0% | +216.7% | -48.7% | +47.4% |
| All | +741.9% | +1,325.4% | -583.5% | +152.2% |
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