+25.2%
MCD vs ITOT
+64.2%
-38.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +7.3% | -0.5% | +7.8% | +7.4% |
| 30D | +20.0% | -3.4% | +23.4% | +21.3% |
| 3M | +3.8% | -3.1% | +6.9% | +4.8% |
| 6M | +3.8% | +2.2% | +1.6% | +2.7% |
| YTD | -5.9% | +11.0% | -16.9% | -9.7% |
| 1Y | -3.2% | +11.4% | -14.6% | -7.4% |
| 3Y | +13.3% | +76.4% | -63.1% | -11.8% |
| 5Y | +25.2% | +65.1% | -39.9% | +0.6% |
| All | +25.2% | +64.2% | -38.9% | +0.6% |
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