+1,890.7%
MCD vs ITOT
+878.9%
+1,011.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.1% |
| 7D | -1.6% | +3.3% | -4.9% | -3.5% |
| 30D | +16.0% | -2.5% | +18.5% | +17.6% |
| 3M | 0.0% | -2.3% | +2.3% | +1.1% |
| 6M | +0.9% | +3.0% | -2.1% | -1.3% |
| YTD | -8.7% | +11.9% | -20.6% | -15.2% |
| 1Y | -8.6% | +12.0% | -20.6% | -15.2% |
| 3Y | +9.9% | +77.8% | -67.9% | -24.6% |
| 5Y | +22.6% | +65.0% | -42.4% | -13.1% |
| 10Y | +204.6% | +290.1% | -85.5% | +25.0% |
| All | +1,890.7% | +878.9% | +1,011.8% | +346.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling