+180.0%
MCD vs IVZ
+61.1%
+118.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.3% | +0.5% |
| 7D | -2.0% | +1.1% | -3.1% | -2.3% |
| 30D | -6.1% | +3.1% | -9.2% | -6.8% |
| 3M | -7.3% | +18.2% | -25.4% | -10.6% |
| 6M | -20.9% | +38.6% | -59.6% | -26.5% |
| YTD | -14.7% | +25.9% | -40.6% | -19.4% |
| 1Y | -16.1% | +51.7% | -67.8% | -24.0% |
| 3Y | -1.5% | +138.7% | -140.2% | -21.6% |
| 5Y | +20.4% | +62.8% | -42.3% | +2.1% |
| 10Y | +180.0% | +60.9% | +119.1% | +98.0% |
| All | +180.0% | +61.1% | +118.9% | +98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 10y: compounded portfolio wealth divided by compounded IVZ 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…
10y analysis · Full analysis span regression · 6 months rolling