+195.2%
MCD vs IWF
+389.3%
-194.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.3% |
| 7D | -1.6% | +5.3% | -6.9% | -3.7% |
| 30D | +16.0% | -8.6% | +24.6% | +20.1% |
| 3M | 0.0% | -6.5% | +6.5% | +2.4% |
| 6M | +0.9% | -5.6% | +6.6% | +2.5% |
| YTD | -8.7% | -1.5% | -7.2% | -9.3% |
| 1Y | -8.6% | -2.8% | -5.7% | -8.7% |
| 3Y | +9.9% | +67.1% | -57.3% | -18.9% |
| 5Y | +22.6% | +57.6% | -35.0% | -7.5% |
| All | +195.2% | +389.3% | -194.0% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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