+5,648.3%
MCO vs IWD
+747.8%
+4,900.5%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.1% |
| 7D | +0.5% | +2.3% | -1.8% | -2.0% |
| 30D | +9.8% | +3.6% | +6.2% | +5.6% |
| 3M | +4.3% | +2.2% | +2.1% | +2.0% |
| 6M | +16.5% | +13.0% | +3.5% | +1.6% |
| YTD | +0.1% | +26.5% | -26.4% | -23.2% |
| 1Y | +4.4% | +30.1% | -25.7% | -22.5% |
| 3Y | +51.6% | +84.9% | -33.3% | -23.4% |
| 5Y | +36.7% | +73.4% | -36.7% | -24.9% |
| 10Y | +455.7% | +204.0% | +251.7% | +64.3% |
| All | +5,648.3% | +747.8% | +4,900.5% | +635.3% |
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 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