+62.4%
EWY vs MCD
-3.6%
+66.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.5% | -8.4% | +1.5% |
| 7D | -8.3% | +11.9% | -20.2% | -2.5% |
| 30D | -20.5% | +20.2% | -40.8% | -12.2% |
| 3M | -11.1% | +5.2% | -16.3% | -8.1% |
| 6M | -7.0% | 0.0% | -7.0% | -3.8% |
| YTD | +56.5% | -6.5% | +63.0% | +67.6% |
| 1Y | +62.4% | -3.9% | +66.4% | +71.8% |
| All | +62.4% | -3.6% | +66.0% | +71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MCD.
Daily Out/Under-Performance
Portfolio return minus MCD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCD 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 1y: compounded portfolio wealth divided by compounded MCD 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…
1y analysis · Full analysis span regression · 6 months rolling