+148.1%
EWY vs MCD
+21.4%
+126.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.5% |
| 7D | +8.0% | -2.0% | +10.1% | +8.3% |
| 30D | +14.3% | -6.1% | +20.5% | +15.2% |
| 3M | +2.3% | -7.3% | +9.6% | +3.2% |
| 6M | +49.9% | -20.9% | +70.8% | +57.6% |
| YTD | +95.3% | -14.7% | +110.0% | +101.1% |
| 1Y | +161.7% | -16.1% | +177.8% | +170.4% |
| 3Y | +230.2% | -1.5% | +231.7% | +217.7% |
| 5Y | +148.1% | +20.4% | +127.7% | +118.3% |
| All | +148.1% | +21.4% | +126.8% | +118.3% |
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