+2,886.8%
MCD vs IVZ
+897.2%
+1,989.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +7.1% | -2.4% | +9.6% | +7.5% |
| 30D | +19.8% | -11.2% | +31.0% | +22.1% |
| 3M | +0.8% | -14.0% | +14.8% | +3.2% |
| 6M | -1.3% | +0.5% | -1.8% | -2.0% |
| YTD | -7.8% | +5.4% | -13.2% | -9.6% |
| 1Y | -5.0% | +19.5% | -24.4% | -9.0% |
| 3Y | +10.5% | +128.7% | -118.2% | -7.9% |
| 5Y | +22.0% | +28.8% | -6.8% | +10.3% |
| 10Y | +216.7% | +52.3% | +164.4% | +159.6% |
| All | +2,886.8% | +897.2% | +1,989.6% | +1,557.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling