+176.9%
MCD vs WTW
+198.0%
-21.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -1.2% | -5.7% | +4.5% | +0.8% |
| 30D | -7.8% | -7.3% | -0.5% | -5.3% |
| 3M | -10.7% | +21.5% | -32.2% | -16.9% |
| 6M | -21.3% | +9.6% | -30.9% | -24.5% |
| YTD | -15.8% | -3.3% | -12.5% | -16.0% |
| 1Y | -16.0% | -6.1% | -9.9% | -15.4% |
| 3Y | -3.0% | +61.8% | -64.8% | -22.6% |
| 5Y | +18.6% | +42.7% | -24.1% | -2.4% |
| All | +176.9% | +198.0% | -21.1% | +74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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