+5,482.6%
MCO vs IWD
+726.5%
+4,756.1%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.5% | -1.4% |
| 7D | -4.2% | -0.3% | -3.9% | -3.8% |
| 30D | +2.2% | +0.6% | +1.6% | +1.6% |
| 3M | +10.1% | +7.2% | +2.9% | +1.8% |
| 6M | +5.3% | +16.2% | -10.9% | -11.3% |
| YTD | -2.7% | +23.3% | -26.1% | -23.3% |
| 1Y | -0.4% | +29.6% | -30.0% | -25.8% |
| 3Y | +49.0% | +70.5% | -21.4% | -17.6% |
| 5Y | +33.6% | +73.5% | -39.8% | -26.7% |
| 10Y | +395.3% | +198.3% | +197.0% | +49.4% |
| All | +5,482.6% | +726.5% | +4,756.1% | +634.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling