+205.9%
MCD vs IWD
+205.2%
+0.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.1% | -2.9% |
| 7D | -1.9% | -0.6% | -1.4% | -1.6% |
| 30D | +16.6% | +3.6% | +13.0% | +13.9% |
| 3M | +0.9% | +2.7% | -1.7% | -0.8% |
| 6M | +1.5% | +13.2% | -11.7% | -6.9% |
| YTD | -8.3% | +26.8% | -35.1% | -22.4% |
| 1Y | -8.1% | +29.3% | -37.4% | -23.3% |
| 3Y | +10.3% | +85.1% | -74.8% | -29.7% |
| 5Y | +23.4% | +74.2% | -50.8% | -18.5% |
| 10Y | +205.9% | +204.6% | +1.3% | +36.9% |
| All | +205.9% | +205.2% | +0.7% | +36.9% |
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