+211.7%
MCD vs IWD
+207.5%
+4.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.3% |
| 7D | +7.1% | -0.5% | +7.6% | +7.5% |
| 30D | +19.8% | +2.7% | +17.1% | +17.7% |
| 3M | +0.8% | +0.9% | -0.1% | +0.3% |
| 6M | -1.3% | +10.5% | -11.9% | -8.0% |
| YTD | -7.8% | +23.7% | -31.5% | -20.6% |
| 1Y | -5.0% | +28.7% | -33.7% | -20.4% |
| 3Y | +10.5% | +79.7% | -69.2% | -28.0% |
| 5Y | +22.0% | +69.7% | -47.7% | -17.9% |
| All | +211.7% | +207.5% | +4.2% | +40.5% |
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