+29.5%
MCO vs IWD
+72.9%
-43.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -0.7% |
| 7D | -3.1% | -1.2% | -2.0% | -1.7% |
| 30D | -0.5% | -1.6% | +1.1% | +1.5% |
| 3M | +5.7% | +7.0% | -1.3% | -2.5% |
| 6M | +3.0% | +17.0% | -13.9% | -14.9% |
| YTD | -6.5% | +21.6% | -28.1% | -26.4% |
| 1Y | -5.8% | +28.0% | -33.8% | -30.5% |
| 3Y | +43.1% | +70.6% | -27.4% | -25.6% |
| 5Y | +29.5% | +73.3% | -43.9% | -33.6% |
| All | +29.5% | +72.9% | -43.5% | -33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling