+8.6%
MCD vs IWD
+85.1%
-76.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -1.6% | +2.3% | -3.9% | -2.7% |
| 30D | +14.1% | +3.6% | +10.5% | +12.4% |
| 3M | +0.6% | +2.2% | -1.5% | -0.3% |
| 6M | 0.0% | +13.0% | -12.9% | -5.1% |
| YTD | -9.3% | +26.5% | -35.8% | -18.2% |
| 1Y | -9.3% | +30.1% | -39.4% | -19.3% |
| 3Y | +8.6% | +84.9% | -76.3% | -17.9% |
| All | +8.6% | +85.1% | -76.5% | -17.9% |
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 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