+6,406.5%
MCD vs ITW
+10,254.3%
-3,847.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | -1.6% | +0.5% | -2.1% | -1.7% |
| 30D | +16.0% | +7.7% | +8.4% | +13.4% |
| 3M | 0.0% | -1.3% | +1.3% | +0.4% |
| 6M | +0.9% | +15.5% | -14.5% | -3.7% |
| YTD | -8.7% | +18.6% | -27.3% | -13.9% |
| 1Y | -8.6% | +19.8% | -28.4% | -14.1% |
| 3Y | +9.9% | +32.5% | -22.7% | -0.9% |
| 5Y | +22.6% | +35.3% | -12.7% | +8.7% |
| 10Y | +204.6% | +193.2% | +11.4% | +108.0% |
| All | +6,406.5% | +10,254.3% | -3,847.8% | +1,322.2% |
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 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