+5,979.9%
MCD vs ITW
+9,591.0%
-3,611.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -1.0% | -1.3% |
| 7D | -2.8% | -3.6% | +0.7% | -1.7% |
| 30D | -6.0% | -9.1% | +3.1% | -3.1% |
| 3M | -5.6% | +8.2% | -13.8% | -8.0% |
| 6M | -21.9% | -4.8% | -17.1% | -20.8% |
| YTD | -14.7% | +11.0% | -25.7% | -17.9% |
| 1Y | -17.3% | +4.2% | -21.5% | -18.8% |
| 3Y | -2.2% | +17.3% | -19.4% | -8.3% |
| 5Y | +20.3% | +33.0% | -12.7% | +7.1% |
| 10Y | +180.7% | +182.3% | -1.6% | +94.0% |
| All | +5,979.9% | +9,591.0% | -3,611.1% | +1,257.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling