+13.3%
MCD vs ITW
+34.9%
-21.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | +7.3% | +0.5% | +6.8% | +7.1% |
| 30D | +20.0% | +9.1% | +10.9% | +16.9% |
| 3M | +3.8% | -1.6% | +5.4% | +4.2% |
| 6M | +3.8% | +14.5% | -10.7% | -0.3% |
| YTD | -5.9% | +19.2% | -25.0% | -11.0% |
| 1Y | -3.2% | +20.9% | -24.2% | -8.9% |
| 3Y | +13.3% | +33.1% | -19.8% | +4.2% |
| All | +13.3% | +34.9% | -21.6% | +4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling