+1,200.5%
MCD vs IWD
+726.5%
+474.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.1% |
| 7D | -2.8% | -0.3% | -2.6% | -2.7% |
| 30D | -6.0% | +0.6% | -6.6% | -6.3% |
| 3M | -5.6% | +7.2% | -12.8% | -9.5% |
| 6M | -21.9% | +16.2% | -38.1% | -28.7% |
| YTD | -14.7% | +23.3% | -38.0% | -25.0% |
| 1Y | -17.3% | +29.6% | -46.8% | -29.4% |
| 3Y | -2.2% | +70.5% | -72.6% | -29.8% |
| 5Y | +20.3% | +73.5% | -53.2% | -15.2% |
| 10Y | +180.7% | +198.3% | -17.6% | +42.4% |
| All | +1,200.5% | +726.5% | +474.0% | +236.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling