+160.4%
EWY vs MCD
-16.5%
+176.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | -0.1% |
| 7D | +6.7% | -2.9% | +9.5% | +5.0% |
| 30D | +17.0% | -6.7% | +23.7% | +12.7% |
| 3M | +3.7% | -9.6% | +13.2% | -0.3% |
| 6M | +42.5% | -22.3% | +64.8% | +38.3% |
| YTD | +96.2% | -15.4% | +111.7% | +95.3% |
| 1Y | +160.4% | -16.8% | +177.2% | +157.5% |
| All | +160.4% | -16.5% | +176.8% | +157.5% |
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