+181.3%
MCD vs ITOT
+293.9%
-112.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.6% |
| 7D | -2.9% | -0.4% | -2.5% | -2.7% |
| 30D | -6.7% | -1.6% | -5.2% | -5.9% |
| 3M | -9.6% | +3.5% | -13.1% | -11.6% |
| 6M | -22.3% | +13.1% | -35.4% | -28.1% |
| YTD | -15.4% | +12.7% | -28.2% | -21.7% |
| 1Y | -16.8% | +18.3% | -35.1% | -25.4% |
| 3Y | -2.4% | +76.4% | -78.8% | -33.8% |
| 5Y | +19.4% | +73.8% | -54.4% | -19.3% |
| 10Y | +181.3% | +301.2% | -119.9% | +4.5% |
| All | +181.3% | +293.9% | -112.6% | +4.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling