+1,200.5%
MCD vs IWF
+727.1%
+473.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -2.8% | +0.5% | -3.4% | -3.1% |
| 30D | -6.0% | -0.4% | -5.6% | -5.9% |
| 3M | -5.6% | -2.6% | -3.0% | -4.9% |
| 6M | -21.9% | +9.1% | -31.0% | -25.6% |
| YTD | -14.7% | +4.5% | -19.2% | -17.2% |
| 1Y | -17.3% | +10.1% | -27.4% | -22.0% |
| 3Y | -2.2% | +77.6% | -79.8% | -29.1% |
| 5Y | +20.3% | +73.7% | -53.4% | -13.8% |
| 10Y | +180.7% | +411.5% | -230.8% | +13.7% |
| All | +1,200.5% | +727.1% | +473.5% | +210.2% |
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 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