+1,331.5%
MCD vs IWF
+671.5%
+660.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.9% | -1.1% | +0.4% |
| 7D | +5.9% | -1.0% | +7.0% | +6.3% |
| 30D | +19.6% | -10.1% | +29.7% | +25.3% |
| 3M | +3.3% | -7.6% | +10.9% | +6.6% |
| 6M | +3.5% | -6.7% | +10.2% | +5.9% |
| YTD | -6.1% | -2.5% | -3.6% | -6.3% |
| 1Y | -3.7% | -2.1% | -1.6% | -4.2% |
| 3Y | +13.4% | +68.6% | -55.3% | -16.2% |
| 5Y | +25.2% | +55.8% | -30.7% | -5.7% |
| 10Y | +211.3% | +383.3% | -172.0% | +28.9% |
| All | +1,331.5% | +671.5% | +660.1% | +251.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling