+2,661.8%
MCD vs IVZ
+1,117.8%
+1,544.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.7% |
| 7D | -2.8% | +0.6% | -3.5% | -3.0% |
| 30D | -6.0% | +4.0% | -10.0% | -6.7% |
| 3M | -5.6% | +18.2% | -23.8% | -8.6% |
| 6M | -21.9% | +32.8% | -54.7% | -26.1% |
| YTD | -14.7% | +28.7% | -43.4% | -19.1% |
| 1Y | -17.3% | +55.4% | -72.6% | -24.3% |
| 3Y | -2.2% | +135.2% | -137.4% | -18.7% |
| 5Y | +20.3% | +64.2% | -43.9% | +4.2% |
| 10Y | +180.7% | +64.6% | +116.1% | +127.0% |
| All | +2,661.8% | +1,117.8% | +1,544.0% | +1,382.4% |
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 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