+20.4%
MCD vs IVZ
+63.4%
-42.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.3% | +0.3% |
| 7D | -2.0% | +1.1% | -3.1% | -2.2% |
| 30D | -6.1% | +3.1% | -9.2% | -6.5% |
| 3M | -7.3% | +18.2% | -25.4% | -9.1% |
| 6M | -20.9% | +38.6% | -59.6% | -24.0% |
| YTD | -14.7% | +25.9% | -40.6% | -17.3% |
| 1Y | -16.1% | +51.7% | -67.8% | -20.6% |
| 3Y | -1.5% | +138.7% | -140.2% | -14.1% |
| 5Y | +20.4% | +62.8% | -42.3% | +9.4% |
| All | +20.4% | +63.4% | -42.9% | +9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling