+372.6%
MCO vs IWD
+201.1%
+171.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.2% |
| 7D | -7.3% | -2.3% | -5.0% | -4.8% |
| 30D | -1.7% | -1.8% | +0.1% | +0.4% |
| 3M | +3.9% | +8.0% | -4.1% | -4.8% |
| 6M | +3.8% | +17.0% | -13.2% | -13.5% |
| YTD | -7.9% | +21.3% | -29.2% | -26.4% |
| 1Y | -6.8% | +27.9% | -34.8% | -30.1% |
| 3Y | +40.9% | +70.1% | -29.1% | -23.0% |
| 5Y | +27.5% | +74.2% | -46.7% | -31.5% |
| All | +372.6% | +201.1% | +171.5% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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