-3.9%
MCD vs ITOT
+14.7%
-18.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.5% | +5.0% | +6.4% |
| 7D | +11.9% | -0.7% | +12.5% | +11.8% |
| 30D | +20.2% | -1.1% | +21.3% | +20.2% |
| 3M | +5.2% | -0.8% | +6.0% | +5.1% |
| 6M | 0.0% | +7.0% | -7.0% | -1.0% |
| YTD | -6.5% | +13.3% | -19.9% | -8.9% |
| 1Y | -3.9% | +14.8% | -18.8% | -6.9% |
| All | -3.9% | +14.7% | -18.6% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 1y: compounded portfolio wealth divided by compounded ITOT 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…
1y analysis · Full analysis span regression · 6 months rolling