+36.2%
MCO vs IWD
+73.1%
-36.8%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.1% |
| 7D | -1.7% | +1.7% | -3.4% | -3.7% |
| 30D | +9.1% | +3.2% | +5.9% | +5.1% |
| 3M | +6.2% | +2.3% | +3.9% | +3.5% |
| 6M | +12.6% | +12.9% | -0.3% | -2.8% |
| YTD | -0.2% | +26.2% | -26.4% | -25.0% |
| 1Y | +4.1% | +28.3% | -24.2% | -23.4% |
| 3Y | +50.6% | +84.4% | -33.8% | -29.4% |
| 5Y | +36.2% | +73.0% | -36.7% | -30.3% |
| All | +36.2% | +73.1% | -36.8% | -30.3% |
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