+1,306.5%
MCD vs IWF
+649.6%
+656.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -1.1% |
| 7D | +7.1% | -5.0% | +12.1% | +9.5% |
| 30D | +19.8% | -13.2% | +33.0% | +27.4% |
| 3M | +0.8% | -9.4% | +10.2% | +5.0% |
| 6M | -1.3% | -8.6% | +7.3% | +1.9% |
| YTD | -7.8% | -5.3% | -2.4% | -6.7% |
| 1Y | -5.0% | -5.0% | 0.0% | -4.1% |
| 3Y | +10.5% | +64.6% | -54.1% | -17.4% |
| 5Y | +22.0% | +50.8% | -28.8% | -6.7% |
| 10Y | +216.7% | +385.7% | -169.0% | +30.8% |
| All | +1,306.5% | +649.6% | +656.9% | +249.8% |
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