+134.8%
EWY vs MCD
+10.9%
+123.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.5% | +4.6% | +4.0% |
| 7D | -10.4% | +7.1% | -17.5% | -9.5% |
| 30D | -25.4% | +19.8% | -45.2% | -23.7% |
| 3M | -16.5% | +0.8% | -17.3% | -15.9% |
| 6M | -24.7% | -1.3% | -23.4% | -23.8% |
| YTD | +40.9% | -7.8% | +48.7% | +44.2% |
| 1Y | +49.8% | -5.0% | +54.8% | +52.6% |
| 3Y | +134.8% | +10.5% | +124.3% | +118.9% |
| All | +134.8% | +10.9% | +123.9% | +118.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling