-8.6%
MCD vs IVZ
+21.8%
-30.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.1% | -0.4% |
| 7D | -1.6% | +5.1% | -6.7% | -1.8% |
| 30D | +16.0% | -1.6% | +17.6% | +15.9% |
| 3M | 0.0% | -9.1% | +9.1% | -0.2% |
| 6M | +0.9% | +1.8% | -0.8% | +0.7% |
| YTD | -8.7% | +10.8% | -19.6% | -9.6% |
| 1Y | -8.6% | +19.1% | -27.7% | -10.5% |
| All | -8.6% | +21.8% | -30.4% | -10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling