+1,236.8%
EWY vs MCD
+1,183.5%
+53.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.5% | +6.1% | +5.3% |
| 7D | +4.8% | -2.8% | +7.6% | +6.1% |
| 30D | +11.7% | -6.0% | +17.7% | +14.6% |
| 3M | -7.4% | -5.6% | -1.8% | -6.1% |
| 6M | +40.6% | -21.9% | +62.4% | +55.5% |
| YTD | +94.3% | -14.7% | +109.0% | +105.8% |
| 1Y | +164.3% | -17.3% | +181.5% | +182.9% |
| 3Y | +221.0% | -2.2% | +223.1% | +211.0% |
| 5Y | +139.1% | +20.3% | +118.8% | +107.1% |
| 10Y | +298.8% | +180.7% | +118.1% | +121.6% |
| All | +1,236.8% | +1,183.5% | +53.3% | +208.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling