+205.9%
MCD vs ITW
+198.0%
+7.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.7% |
| 7D | -1.9% | -1.6% | -0.3% | -1.3% |
| 30D | +16.6% | +8.9% | +7.7% | +12.8% |
| 3M | +0.9% | -0.9% | +1.8% | +1.3% |
| 6M | +1.5% | +16.0% | -14.5% | -4.6% |
| YTD | -8.3% | +19.4% | -27.8% | -15.2% |
| 1Y | -8.1% | +20.7% | -28.8% | -15.4% |
| 3Y | +10.3% | +33.4% | -23.1% | -3.9% |
| 5Y | +23.4% | +39.1% | -15.7% | +3.6% |
| 10Y | +205.9% | +195.3% | +10.7% | +98.4% |
| All | +205.9% | +198.0% | +7.9% | +98.4% |
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