+193.4%
MCD vs ITW
+192.7%
+0.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -1.6% | +2.3% | -4.0% | -2.6% |
| 30D | +14.1% | +6.7% | +7.4% | +11.3% |
| 3M | +0.6% | -0.5% | +1.2% | +0.8% |
| 6M | 0.0% | +16.4% | -16.4% | -6.1% |
| YTD | -9.3% | +19.0% | -28.2% | -15.9% |
| 1Y | -9.3% | +20.2% | -29.5% | -16.3% |
| 3Y | +8.6% | +33.1% | -24.5% | -5.3% |
| 5Y | +21.9% | +35.7% | -13.8% | +3.4% |
| All | +193.4% | +192.7% | +0.7% | +89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 10y: compounded portfolio wealth divided by compounded ITW 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…
10y analysis · Full analysis span regression · 6 months rolling