+25.2%
MCD vs ITW
+38.4%
-13.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +16.7% |
| 3M | +3.8% | -1.6% | +5.4% | +4.3% |
| 6M | +3.8% | +14.5% | -10.7% | -0.8% |
| YTD | -5.9% | +19.2% | -25.0% | -11.5% |
| 1Y | -3.2% | +20.9% | -24.2% | -9.5% |
| 3Y | +13.3% | +33.1% | -19.8% | +1.3% |
| 5Y | +25.2% | +38.2% | -13.0% | +6.7% |
| All | +25.2% | +38.4% | -13.1% | +6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling