+91.0%
EWY vs MCD
+21.9%
+69.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.5% | +4.6% | +4.1% |
| 7D | -10.4% | +7.1% | -17.5% | -10.9% |
| 30D | -25.4% | +19.8% | -45.2% | -26.8% |
| 3M | -16.5% | +0.8% | -17.3% | -16.3% |
| 6M | -24.7% | -1.3% | -23.4% | -24.4% |
| YTD | +40.9% | -7.8% | +48.7% | +44.2% |
| 1Y | +49.8% | -5.0% | +54.8% | +51.8% |
| 3Y | +134.8% | +10.5% | +124.3% | +120.2% |
| All | +91.0% | +21.9% | +69.1% | +66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling