+308.8%
EWY vs MCD
+178.8%
+130.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.8% |
| 7D | +6.7% | -2.9% | +9.5% | +7.8% |
| 30D | +17.0% | -6.7% | +23.7% | +19.9% |
| 3M | +3.7% | -9.6% | +13.2% | +7.0% |
| 6M | +42.5% | -22.3% | +64.8% | +56.6% |
| YTD | +96.2% | -15.4% | +111.7% | +107.4% |
| 1Y | +160.4% | -16.8% | +177.2% | +176.3% |
| 3Y | +231.7% | -2.4% | +234.1% | +219.8% |
| 5Y | +153.3% | +19.4% | +133.9% | +117.3% |
| 10Y | +308.8% | +181.3% | +127.5% | +158.9% |
| All | +308.8% | +178.8% | +130.0% | +158.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling