+195.2%
MCD vs IWD
+202.4%
-7.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.1% |
| 7D | -1.6% | +1.7% | -3.3% | -2.7% |
| 30D | +16.0% | +3.2% | +12.8% | +13.6% |
| 3M | 0.0% | +2.3% | -2.3% | -1.5% |
| 6M | +0.9% | +12.9% | -12.0% | -7.2% |
| YTD | -8.7% | +26.2% | -35.0% | -22.5% |
| 1Y | -8.6% | +28.3% | -36.8% | -23.2% |
| 3Y | +9.9% | +84.4% | -74.5% | -29.7% |
| 5Y | +22.6% | +73.0% | -50.3% | -18.5% |
| All | +195.2% | +202.4% | -7.1% | +36.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling