+211.3%
MCD vs IWD
+212.1%
-0.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.2% | +0.4% |
| 7D | +5.9% | +1.3% | +4.7% | +5.1% |
| 30D | +19.6% | +3.6% | +16.1% | +16.9% |
| 3M | +3.3% | +2.3% | +0.9% | +1.7% |
| 6M | +3.5% | +13.0% | -9.6% | -5.0% |
| YTD | -6.1% | +26.2% | -32.3% | -20.3% |
| 1Y | -3.7% | +30.5% | -34.1% | -20.1% |
| 3Y | +13.4% | +86.2% | -72.8% | -28.0% |
| 5Y | +25.2% | +72.9% | -47.7% | -16.8% |
| 10Y | +211.3% | +205.0% | +6.2% | +40.2% |
| All | +211.3% | +212.1% | -0.8% | +40.2% |
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