+196.5%
MCD vs IVZ
+41.1%
+155.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.5% |
| 7D | -1.9% | -2.8% | +0.8% | -1.5% |
| 30D | +16.6% | -2.2% | +18.8% | +16.9% |
| 3M | +0.9% | -8.1% | +9.0% | +2.3% |
| 6M | +1.5% | +3.8% | -2.3% | 0.0% |
| YTD | -8.3% | +11.5% | -19.8% | -11.5% |
| 1Y | -8.1% | +23.7% | -31.8% | -13.3% |
| 3Y | +10.3% | +145.8% | -135.5% | -13.3% |
| 5Y | +23.4% | +36.1% | -12.7% | +9.0% |
| All | +196.5% | +41.1% | +155.3% | +113.6% |
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