-1.5%
MCD vs ITW
+21.4%
-22.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | +0.2% |
| 7D | -2.0% | -0.4% | -1.6% | -1.9% |
| 30D | -6.1% | -9.4% | +3.3% | -3.5% |
| 3M | -7.3% | +7.1% | -14.4% | -9.0% |
| 6M | -20.9% | -1.9% | -19.1% | -20.6% |
| YTD | -14.7% | +10.4% | -25.1% | -17.3% |
| 1Y | -16.1% | +3.3% | -19.4% | -17.3% |
| 3Y | -1.5% | +21.0% | -22.5% | -8.2% |
| All | -1.5% | +21.4% | -22.9% | -8.2% |
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