+11.2%
MCD vs IWD
+79.4%
-68.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | +0.4% |
| 7D | +8.0% | -0.9% | +8.9% | +8.5% |
| 30D | +19.6% | +2.6% | +17.0% | +18.4% |
| 3M | +2.2% | +1.2% | +0.9% | +1.7% |
| 6M | -1.1% | +12.1% | -13.3% | -5.8% |
| YTD | -7.2% | +24.1% | -31.4% | -15.7% |
| 1Y | -6.7% | +28.5% | -35.2% | -16.5% |
| All | +11.2% | +79.4% | -68.2% | -15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling