+230.2%
EWY vs MCD
-1.1%
+231.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.6% |
| 7D | +8.0% | -2.0% | +10.1% | +7.9% |
| 30D | +14.3% | -6.1% | +20.5% | +13.9% |
| 3M | +2.3% | -7.3% | +9.6% | +2.1% |
| 6M | +49.9% | -20.9% | +70.8% | +53.3% |
| YTD | +95.3% | -14.7% | +110.0% | +97.8% |
| 1Y | +161.7% | -16.1% | +177.8% | +165.7% |
| 3Y | +230.2% | -1.5% | +231.7% | +218.4% |
| All | +230.2% | -1.1% | +231.3% | +218.4% |
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