+22.7%
MCD vs IVZ
+27.3%
-4.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +7.1% | -2.4% | +9.6% | +7.4% |
| 30D | +19.8% | -11.2% | +31.0% | +21.2% |
| 3M | +0.8% | -14.0% | +14.8% | +2.2% |
| 6M | -1.3% | +0.5% | -1.8% | -1.8% |
| YTD | -7.8% | +5.4% | -13.2% | -9.0% |
| 1Y | -5.0% | +19.5% | -24.4% | -7.7% |
| 3Y | +10.5% | +128.7% | -118.2% | -4.2% |
| All | +22.7% | +27.3% | -4.6% | +20.0% |
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 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