+1,760.2%
MCD vs ITOT
+896.7%
+863.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.3% |
| 7D | -2.8% | +0.1% | -2.9% | -2.9% |
| 30D | -6.0% | 0.0% | -6.0% | -6.1% |
| 3M | -5.6% | +2.0% | -7.5% | -6.9% |
| 6M | -21.9% | +13.0% | -34.9% | -27.7% |
| YTD | -14.7% | +14.0% | -28.7% | -21.5% |
| 1Y | -17.3% | +19.9% | -37.2% | -26.3% |
| 3Y | -2.2% | +75.8% | -78.0% | -32.2% |
| 5Y | +20.3% | +73.8% | -53.6% | -17.4% |
| 10Y | +180.7% | +295.9% | -115.2% | +14.3% |
| All | +1,760.2% | +896.7% | +863.5% | +313.3% |
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