+19.4%
MCD vs ITOT
+73.3%
-54.0%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | -2.9% | -0.4% | -2.5% | -2.7% |
| 30D | -6.7% | -1.6% | -5.2% | -6.2% |
| 3M | -9.6% | +3.5% | -13.1% | -10.7% |
| 6M | -22.3% | +13.1% | -35.4% | -25.9% |
| YTD | -15.4% | +12.7% | -28.2% | -19.3% |
| 1Y | -16.8% | +18.3% | -35.1% | -22.1% |
| 3Y | -2.4% | +76.4% | -78.8% | -23.9% |
| 5Y | +19.4% | +73.8% | -54.4% | -6.6% |
| All | +19.4% | +73.3% | -54.0% | -6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling