-1.5%
MCD vs ITOT
+77.4%
-79.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | -2.0% | +0.7% | -2.7% | -2.2% |
| 30D | -6.1% | -1.1% | -5.0% | -5.9% |
| 3M | -7.3% | +3.9% | -11.1% | -8.0% |
| 6M | -20.9% | +14.7% | -35.7% | -23.6% |
| YTD | -14.7% | +13.3% | -28.0% | -17.3% |
| 1Y | -16.1% | +19.1% | -35.3% | -19.9% |
| 3Y | -1.5% | +77.3% | -78.8% | -20.9% |
| All | -1.5% | +77.4% | -79.0% | -20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling