+164.3%
EWY vs MCD
-17.5%
+181.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.5% | +6.1% | +3.7% |
| 7D | +4.8% | -2.8% | +7.6% | +3.2% |
| 30D | +11.7% | -6.0% | +17.7% | +8.1% |
| 3M | -7.4% | -5.6% | -1.8% | -9.2% |
| 6M | +40.6% | -21.9% | +62.4% | +37.0% |
| YTD | +94.3% | -14.7% | +109.0% | +94.2% |
| 1Y | +164.3% | -17.3% | +181.5% | +159.8% |
| All | +164.3% | -17.5% | +181.8% | +159.8% |
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