-17.3%
MCD vs IWD
+30.5%
-47.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.3% |
| 7D | -2.8% | -0.3% | -2.6% | -2.7% |
| 30D | -6.0% | +0.6% | -6.6% | -6.2% |
| 3M | -5.6% | +7.2% | -12.8% | -7.4% |
| 6M | -21.9% | +16.2% | -38.1% | -25.9% |
| YTD | -14.7% | +23.3% | -38.0% | -21.4% |
| 1Y | -17.3% | +29.6% | -46.8% | -26.3% |
| All | -17.3% | +30.5% | -47.7% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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